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Measuring systematic monetary policy
Hoover, Kevin D. (contributor); Jordà, Òscar (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001532509
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Measuring systematic monetary policy
Hoover, Kevin D.; Jordà, Òscar - In: Review / Federal Reserve Bank of St. Louis 83 (2001) 4, pp. 113-137
Persistent link: https://www.econbiz.de/10001602226
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Essays in quantitative monetary economics
Klaeffling, Matthias - 2002
Persistent link: https://www.econbiz.de/10001726852
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Structural vector autoregressions and analysis of monetary policy interventions : the Swiss case
Kugler, Peter; Jordan, Thomas - In: Swiss journal of economics and statistics 140 (2004) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10001983104
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Measuring Systematic Monetary Policy
Hoover, Kevin D.; Jordà, Òscar - 2008
classical approach of Lucas, based on the assumptions of rational expectations and market clearing. The second is the … construct and estimate (using regime changes) a model in which some agents form rational-expectations and others follow rules of …
Persistent link: https://www.econbiz.de/10014141063
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Are Policy Counterfactuals Based on Structural VARs Reliable?
Benati, Luca - 2010
Based on standard New Keynesian models I show that policy counterfactuals based on the theoretical structural VAR representations of the models fail to reliably capture the impact of changes in the parameters of the Taylor rule on the (reduced-form) properties of the economy. Based on estimated...
Persistent link: https://www.econbiz.de/10013144289
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Exploring the trade-off between leaning against credit and stabilizing economic activity
Benati, Luca - In: Economics letters 223 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014234173
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Are policy counterfactuals based on structural VAR's reliable?
Benati, Luca - 2010
Based on standard New Keynesian models I show that policy counterfactuals based on the theoretical structural VAR representations of the models fail to reliably capture the impact of changes in the parameters of the Taylor rule on the (reduced-form) properties of the economy. Based on estimated...
Persistent link: https://www.econbiz.de/10003973167
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Time-varying yield curve dynamics and monetary policy
Mumtaz, Haroon (contributor); Surico, Paolo (contributor) - 2008
our time-varying model provides to revisit the evidence on the expectations hypothesis. -- Nelson-Siegel ; time variation … ; inflation expectations ; credibility building ; evidence on expectations hypothesis …
Persistent link: https://www.econbiz.de/10003674660
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Measuring systematic monetary policy
Hoover, Kevin D. (contributor); Jordà, Òscar (contributor) - 2001
Persistent link: https://www.econbiz.de/10003286993