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Assessing GMM Estimates of the Federal Reserve Reaction Function
Florens, Clementine; Jondeau, Eric; le Bihan, Hervé - 2002
Estimating a forward-looking monetary policy rule by the Generalized Method of Moments (GMM) has become a popular approach since the influential paper by Clarida, Gali, and Gertler (1998). However, an abundant econometric literature underlines to the unappealing small-samples properties of GMM...
Persistent link: https://www.econbiz.de/10014122612
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Examining bias in estimators of linear rational expectations models under misspecification
Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395
Persistent link: https://www.econbiz.de/10003722607
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Testing for the New Keynesian Phillips Curve : additional international evidence
Jondeau, Eric; Le Bihan, Hervé - In: Economic modelling 22 (2005) 3, pp. 521-550
Persistent link: https://www.econbiz.de/10002770207
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Testing for a forward-looking Phillips curve : additional evidence from European and US data
Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001639145
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ML vs GMM estimates of hybrid macroeconomic models (with an application to the "new Phillips curve")
Jondeau, Eric (contributor); Le Bihan, Hervé (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827864
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Assessing generalized method-of-moments estimates of the federal reserve reaction function
Jondeau, Eric; Le Bihan, Hervé; Gallés, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10002037127
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Assessing GMM estimates of the federal reserve reaction
Florens, Clémentine; Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001575972
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Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies
Jondeau, Eric; Le Bihan, Hervé - 2000
Persistent link: https://www.econbiz.de/10001517983
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Modélisation et prévision des indices de prix sectoriels
Jondeau, Eric; Le Bihan, Hervé; Sédillot, Franck - 1999
Persistent link: https://www.econbiz.de/10001415036
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Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies
Jondeau, Eric; Le Bihan, Hervé - In: Annales d'économie et de statistique (2002), pp. 357-388
Persistent link: https://www.econbiz.de/10001773563