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Does the ECB rely on a Taylor rule? : comparing ex-post with real time data
Belke, Ansgar; Klose, Jens - 2009
We assess the differences that emerge in Taylor rule estimations for the ECB when using ex-post data instead of real time forecasts and vice versa. We argue that previous comparative studies in this field mixed up two separate effects. First, the differences resulting from the use of ex-post and...
Persistent link: https://www.econbiz.de/10003872913
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(How) do the ECB and the Fed react to financial market uncertainty? : the Taylor rule in times of crisis
Belke, Ansgar; Klose, Jens - 2010
We assess differences that emerge in Taylor rule estimations for the Fed and the ECB before and after the start of the subprime crisis. For this purpose, we apply an explicit estimate of the equilibrium real interest rate and of potential output in order to account for variations within these...
Persistent link: https://www.econbiz.de/10003931051
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(How) do the ECB and the Fed react to financial market uncertainty? : the Taylor rule in times of crisis
Belke, Ansgar; Klose, Jens - 2010
We assess differences that emerge in Taylor rule estimations for the Fed and the ECB before and after the start of the subprime crisis. For this purpose, we apply an explicit estimate of the equilibrium real interest rate and of potential output in order to account for variations within these...
Persistent link: https://www.econbiz.de/10003931391
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Does the ECB rely on a Taylor rule? : comparing ex-post with real time data
Belke, Ansgar; Klose, Jens - 2009
We assess the differences that emerge in Taylor rule estimations for the ECB when using ex-post data instead of real time forecasts and vice versa.We argue that previous comparative studies in this field mixed up two separate effects. First, the differences resulting from the use of ex-post and...
Persistent link: https://www.econbiz.de/10003877669
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Political business cycles and monetary policy revisited : an application of a two-dimensional asymmetric Taylor reaction function
Klose, Jens - 2011
politische Konjunkturzyklen in der Geldpolitik existieren. Allerdings hängt dieses Ergebnis von betrachteten Zeithorizont und …
Persistent link: https://www.econbiz.de/10009580239
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Does the ECB rely on a Taylor rule during the financial crisis? : comparing ex-post and real time data with real time forecasts
Belke, Ansgar; Klose, Jens - In: Economic analysis and policy 41 (2011) 2, pp. 147-171
Persistent link: https://www.econbiz.de/10009378743
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Banks' lending behavior and monetary policy : evidence from Sweden
Papadamou, Stephanos; Siriopoulos, Costas - In: Review of quantitative finance and accounting 38 (2012) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10009532226
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Asymmetric Taylor reaction functions of the ECB : an approach depending on the state of the economy
Klose, Jens - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 149-163
Persistent link: https://www.econbiz.de/10009267529
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On quantitative easing and high frequency exchange rate dynamics
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125
Persistent link: https://www.econbiz.de/10011325751
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Measuring monetary policy
Bernanke, Ben; Mihov, Ilian - 1995
Geldpolitik extrahiert, aber die Beziehungen zwischen den makroökonomischen Variablen im System unrestringiert läßt. Die Methode … eignet sich auch zur Konstruktion von Maßen über den Stand der Geldpolitik, welche die Schätzungen für die … den Gesamtreserven sind (Strongin), die beste Wahl zu sein. Wir entwickeln eine neues Maß für den Stand der Geldpolitik …
Persistent link: https://www.econbiz.de/10009693153