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Monetary policy inertia or persistent shocks?

Carrillo, Julio A. (contributor); Fève, Patrick (contributor) - 2006

Persistent link: https://www.econbiz.de/10003350349

Evaluating the Taylor principle over the distribution of the interest rate : evidence from the US, UK and Japan

Mizen, Paul; Kim, Tao-hwan; Thanaset, Alan - 2005

Persistent link: https://www.econbiz.de/10003203309

Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates

Reifschneider, David Leon; Roberts, John M. - 2005

Persistent link: https://www.econbiz.de/10003275261

Did US monetary policy respond to exchange rates, long-term interest rates, and the unemployment rate gap?

Hsing, Yu - In: The International trade journal 19 (2005) 1, pp. 67-82

Persistent link: https://www.econbiz.de/10002711890

Interpreting the significance of the lagged interest rate in estimated monetary policy rules

English, William B. (contributor); … - In: Contributions to macroeconomics 3 (2003) 1

Persistent link: https://www.econbiz.de/10001780849

Estimation de la règle de Taylor et identification de la politique monétaire

Auray, Stéphane; Fève, Patrick - In: Revue économique : revue bimestrielle 54 (2003) 3, pp. 511-520

Persistent link: https://www.econbiz.de/10001762348

Interpreting the significance of lagged interest rate in estimated monetary policy rules

English, William B.; Nelson, William R.; Sack, Brian - 2002

Persistent link: https://www.econbiz.de/10001671425

The meta Taylor rule

Lee, Kevin C.; Morley, James C.; Shields, Kalvinder K. - In: Journal of money, credit and banking : JMCB 47 (2015) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10010496952

Estimating the Implicit Inflation Target : An Application to U.S. Monetary Policy

Leigh, Daniel - 2008

This paper proposes a new method of estimating the Taylor rule with a time-varying implicit inflation target and a time-varying natural rate of interest. The inflation target and the natural rate are modeled as random walks and are estimated using maximum likelihood and the Kalman filter. I...

Persistent link: https://www.econbiz.de/10012768153

Unconventional monetary policy reaction functions : evidence from the US

Agnello, Luca; Castro, Vítor; Dufrénot, Gilles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012299601

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