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Forecasting Monetary Rules in South Africa

Naraidoo, Ruthira; Paya, Ivan - Department of Economics, Faculty of Economic and … - 2010

This paper is the ?rst one to analyze the ability of linear and nonlinear monetary policy rule specifications as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South African Reserve Bank (SARB) policy decisions. We augment the...

Persistent link: https://www.econbiz.de/10008513007

Inflation dynamics in the US : a nonlinear perspective

Nobay, Bob (contributor); Payá, Ivan (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003616108

The impact of ECB and FED announcements on the Euro interest rates

Monticini, Andrea; Peel, David; Vaciago, Giacomo - In: Economics letters 113 (2011) 2, pp. 139-142

Persistent link: https://www.econbiz.de/10009375596

Estimates of US monetary policy rules with allowance for changes in the output gap

Peel, David; Payá, Ivan; Venetis, I. - In: Applied economics letters 11 (2004) 10, pp. 601-605

Persistent link: https://www.econbiz.de/10002194024

Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes

Peel, David; Ioannidis, Christos - In: Economics letters 78 (2003) 2, pp. 147-152

Persistent link: https://www.econbiz.de/10001728144

Optimal discretionary monetary policy in a model of asymmetric central bank preferences

Nobay, A. Robert; Peel, David - In: The economic journal : the journal of the Royal … 113 (2003), pp. 657-665

Persistent link: https://www.econbiz.de/10001781879

The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve

Morgan, P.; Peel, David - In: Applied economics letters 10 (2003) 6, pp. 323-330

Persistent link: https://www.econbiz.de/10001761396

Optimal monetary policy : is price-level targeting the next step?

Minford, Patrick; Peel, David - In: Scottish journal of political economy : the journal of … 50 (2003) 5, pp. 650-667

Persistent link: https://www.econbiz.de/10001844861

Money and activity in the U. K., 1961-1983 : surprise? Surprise!

Chrystal, K. Alec; Peel, David - 1984

Persistent link: https://www.econbiz.de/10001999267

Optimal monetary policy with a nonlinear Phillips curve

Nobay, A. Robert; Peel, David - In: Economics letters 67 (2000) 2, pp. 159-164

Persistent link: https://www.econbiz.de/10001471326

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