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The performance and robustness of interest-rate rules in models of the euro area
Adalid, Ramón; Coenen, Günter; McAdam, Peter; … - 2005
In this paper, we examine the performance and robustness of optimised interest-rate rules in four models of the euro …
Persistent link: https://www.econbiz.de/10011604525
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Risk Management in Action. Robust monetary policy rules under structured uncertainty.
Levine, Paul; McAdam, Peter; Pearlman, Joseph G.; … - 2008
Recent interest in ‘Risk Management’ has highlighted the relevance of Bayesian analysis for robust monetary- policy making. This paper sets out a comprehensive methodology for designing policy rules inspired by such considerations. We design rules that are robust with respect to model...
Persistent link: https://www.econbiz.de/10011604916
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Probability models and robust policy rules
Levine, Paul; McAdam, Peter; Pearlman, Joseph - In: European economic review : EER 56 (2012) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10009521685
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The performance and robustness of interest-rate rules in models of the euro area
Adalid, Ramón; Coenen, Günter; McAdam, Peter; … - European Central Bank - 2005
In this paper, we examine the performance and robustness of optimised interest-rate rules in four models of the euro …
Persistent link: https://www.econbiz.de/10005530818
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Probability models and robust policy rules
Levine, Paul; McAdam, Peter; Pearlman, Joseph - In: European Economic Review 56 (2012) 2, pp. 246-262
-forecast-based rule and a wage-targeting one. Each are shown to have distinct robustness qualities and distinct implications for the …
Persistent link: https://www.econbiz.de/10011048590
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Risk Management in Action. Robust monetary policy rules under structured uncertainty.
Levine, Paul; McAdam, Peter; Pearlman, Joseph G.; … - European Central Bank - 2008
Recent interest in ‘Risk Management’ has highlighted the relevance of Bayesian analysis for robust monetary- policy making. This paper sets out a comprehensive methodology for designing policy rules inspired by such considerations. We design rules that are robust with respect to model...
Persistent link: https://www.econbiz.de/10005816230
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The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
Adalid, Ramon; Coenen, Gunter; McAdam, Peter; Siviero, … - Volkswirtschaftliche Fakultät, … - 2005
In this paper, we examine the performance and robustness of optimized interest-rate rules in four models of the euro …
Persistent link: https://www.econbiz.de/10005790010