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Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar; Klose, Jens - 2019
their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …
Persistent link: https://www.econbiz.de/10012063951
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Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar; Klose, Jens - In: Finance a úvěr 69 (2019) 3, pp. 138-152
Persistent link: https://www.econbiz.de/10012137395
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Towards a Robust Monetary Policy Rule for the Euro Area
Blattner, Tobias Sebastian - 2010
Estimations of simple monetary policy rules are often very rigid. Standard practice requires that a decision is made as to which indicators the central bank is assumed to respond to, ignoring the data-rich environment in which policy-makers typically form their decisions. However, the choice of...
Persistent link: https://www.econbiz.de/10013142871
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What's on the ECB's mind? : monetary policy before and after the global financial crisis
Zahner, Johannes; Groß, Jonas - 2020
This paper analyzes the interest rate setting of the European Central Bank (ECB) both before and after the outbreak of the global financial crisis. In the current monetary policy literature, researchers typically select one Taylor rule-based model in order to analyze the interest rate setting of...
Persistent link: https://www.econbiz.de/10012162640
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What is the central bank effectively targeting in practice? : Svensson's concept of inflation forecast targeting and measures of inflation projections : the experiences of selected...
Tura-Gawron, Karolina - 2016 - This version 10/07/2016
implementation of Svensson's concept of optimal inflation forecast targeting strategy (IFT) and determines what the chosen central …
Persistent link: https://www.econbiz.de/10011802297
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Forecasting euro area inflation using targeted predictors : is money coming back?
Falagiarda, Matteo; Sousa, João - 2017
relative to other predictors generally improving in the post-2012 period. An out-of-sample forecasting exercise indicates that …, when monetary and credit aggregates are loaded directly in the forecasting equation, the additional gains over the … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …
Persistent link: https://www.econbiz.de/10011637074
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Simple Interest Rate Rules with a Role for Money
Scharnagl, Michael - 2016
The paper analyses the performance of simple interest rate rules which feature a response to noisy observations of inflation, output and money growth. The analysis is based on a small empirical model of the hybrid New Keynesian type which has been estimated on euro area data by Stracca (2007)....
Persistent link: https://www.econbiz.de/10012991255
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Interest rate setting and communication at the ECB
Cour, Philippine; Jung, Alexander - 2020
Based on ordered Probit models and twenty years of euro area data, we estimate empirical reaction functions for the ECB's monetary policy and augment them with communication indicators. First, we find that the ECB responded to risks to price stability in line with its primary objective, and that...
Persistent link: https://www.econbiz.de/10012244764
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Towards a robust monetary policy rule for the euro area
Blattner, Tobias S.; Margaritov, Emil - 2010
Estimations of simple monetary policy rules are often very rigid. Standard practice requires that a decision is made as to which indicators the central bank is assumed to respond to, ignoring the data-rich environment in which policy-makers typically form their decisions. However, the choice of...
Persistent link: https://www.econbiz.de/10003973570
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Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723