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Central Bank Policy Rates : Are They Cointegrated?
Caporale, Guglielmo Maria - 2017
This paper analyses the stochastic properties of and the bilateral linkages between the central bank policy rates of the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques respectively. The univariate analysis suggests a high degree of...
Persistent link: https://www.econbiz.de/10012958879
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Prudent monetary policy and prediction of the output gap
Ploeg, Frederick van der - In: Journal of macroeconomics 31 (2009) 2, pp. 217-230
Persistent link: https://www.econbiz.de/10003899883
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Do actions speak louder than words? : Evaluating monetary policy at the Bundesbank
Siklos, Pierre L.; Bohl, Martin T. - In: Journal of macroeconomics 29 (2007) 2, pp. 368-386
Persistent link: https://www.econbiz.de/10003484734
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Central Bank transparency in theory and practice
Demertzis, Maria; Hughes Hallett, Andrew - In: Journal of macroeconomics 29 (2007) 4, pp. 760-789
Persistent link: https://www.econbiz.de/10003586696
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The stabilization bias and robust monetary policy delegation
Tillmann, Peter - In: Journal of macroeconomics 31 (2009) 4, pp. 730-734
Persistent link: https://www.econbiz.de/10003924189
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Funktionswandel der EZB?
In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 92 (2012) 2, pp. 79-94
Persistent link: https://www.econbiz.de/10009501822
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Formal targets, central bank independence and inflation dynamics in the UK : a Markov-Switching approach
Miles, William; Vijverberg, Chu-ping C. - In: Journal of macroeconomics 33 (2011) 4, pp. 644-655
Persistent link: https://www.econbiz.de/10009530444
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Geography, skills or both : what explains Fed watchers' forecast accuracy of US monetary policy?
Berger, Helge; Ehrmann, Michael; Fratzscher, Marcel - In: Journal of macroeconomics 33 (2011) 3, pp. 420-437
Persistent link: https://www.econbiz.de/10009248386
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Rational Partisan theory with fiscal policy and an independent central bank
Ferré Carracedo, Montserrat; Manzano Tovar, Carolina - In: Journal of macroeconomics 42 (2014), pp. 27-37
Persistent link: https://www.econbiz.de/10011286636
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Eine geldpolitische Strategie für eine europäische Zentralbank
Funke, Norbert - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 74 (1994) 1, pp. 50-56
Persistent link: https://www.econbiz.de/10011369754