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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate

Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264

Persistent link: https://www.econbiz.de/10003299377

Time-varying inflation targeting after the nineties

Lafuente, Juan Angel; Pérez, Rafaela; Ruiz, Jesús - In: International review of economics & finance : IREF 29 (2014), pp. 400-408

Persistent link: https://www.econbiz.de/10010432341

Monetary policy regimes and the forward bias for foreign exchange

Lafuente, Juan Angel; Pérez, Rafaela; Ruíz, Jesús - 2012

Persistent link: https://www.econbiz.de/10009686589

Estimating US persistent and transitory monetary shocks : implications for monetary policy

Lafuente, Juan Angel; Pérez, Rafaela; Ruíz, Jesús - 2011

Persistent link: https://www.econbiz.de/10009686907

Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule

Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics : the open-access, open-assessment journal 15 (2021) 1, pp. 150-162

This article provides an estimation method to decompose monetary policy innovations into persistent and transitory components using the nonlinear Taylor rule proposed in Andolfatto, Hendry, and Moran (2008) [Are inflation expectations rational? Journal of Monetary Economics , 55 , 406-422]. To...

Persistent link: https://www.econbiz.de/10012887149

Estimating US persistent and transitory monetary shocks: implications for monetary policy

Lafuente, Juan Angel; Pérez, Rafaela; Ruiz, Jesús - Departamento de Economía de la Empresa, Universidad … - 2011

This paper proposes an estimation method for persistent and transitory monetary shocks using the monetary policy modeling proposed in Andolfatto et al, [Journal of Monetary Economics, 55 (2008), pp.: 406-422]. The contribution of the paper is threefold: a) to deal with non-Gaussian innovations,...

Persistent link: https://www.econbiz.de/10009317917