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Citations for "Estimation and Control of a Macroeconomic Model with Rational Expectations"

by Taylor, John B

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Frederic S Mishkin, 2004. "Can Central Bank Transparency Go Too Far?," RBA Annual Conference Volume, in: Christopher Kent & Simon Guttmann (ed.), The Future of Inflation Targeting Reserve Bank of Australia. [Downloadable!]
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  2. Julio J. Rotemberg & Michael Woodford, 1998. "Interest-Rate Rules in an Estimated Sticky Price Model," NBER Working Papers 6618, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Francisco Rosende, 1997. "La Autonomía del Banco Central una Vez Más," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 3-26. [Downloadable!]
  4. Robert P. Flood & Robert J. Hodrick, 1986. "Money and the Open Economy Business Cycle: A Flexible Price Model," NBER Working Papers 1967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Mervyn King, 1999. "Challenges for monetary policy : new and old," Proceedings, Federal Reserve Bank of Kansas City, pages 11-57. [Downloadable!]
  6. Yifan Hu, 2003. "Empirical Investigations of Inflation Targeting," Peterson Institute Working Paper Series WP03-6, Peterson Institute for International Economics. [Downloadable!]
  7. Troy Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper RWP 07-04, Federal Reserve Bank of Kansas City. [Downloadable!]
  8. Diana N. Weymark, 2000. "Using Taylor Rules as Efficiency Benchmarks," Working Papers 0043, Department of Economics, Vanderbilt University, revised Sep 2001. [Downloadable!]
  9. Andrew Levin & Volker Wieland & John C. Williams, 2003. "The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty," CFS Working Paper Series 2003/06, Center for Financial Studies. [Downloadable!]
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  10. Frederic S. Mishkin, 2005. "The Fed after Greenspan," Eastern Economic Journal, Eastern Economic Association, vol. 31(3), pages 317-332, Summer. [Downloadable!]
  11. Lars E. O. Svensson, 2003. "What is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," NBER Working Papers 9421, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  12. Edward Nelson, 2008. "Friedman and Taylor on monetary policy rules: a comparison," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 95-116. [Downloadable!]
  13. Joseph G. Haubrich & Robert G. King, 1990. "Sticky prices, money, and business fluctuations," Working Paper 9008, Federal Reserve Bank of Cleveland. [Downloadable!]
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  14. Jeffery D. Amato & Thomas Laubach, 2001. "Implications of habit formation for optimal monetary policy," Finance and Economics Discussion Series 2001-58, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  15. Christian Conrad & Menelaos Karanasos, 2008. "Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model," Working Papers 0475, University of Heidelberg, Department of Economics, revised Sep 2008. [Downloadable!]
  16. Jordi Galí & Mark Gertler, 2007. "Macroeconomic Modeling for Monetary Policy Evaluation," NBER Working Papers 13542, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. McCallum, Bennett T & Nelson, Edward, 2001. "Timeless Perspective Vs Discretionary Monetary Policy in Forward-Looking Models," CEPR Discussion Papers 2752, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  18. Nicoletta Batini & Andrew G Haldane, . "Forward-looking rules for monetary policy," Bank of England working papers 91, Bank of England. [Downloadable!]
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  19. Carl E. Walsh, 1982. "Interest Rate Volatility and Monetary Policy," NBER Working Papers 0915, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  20. WenShwo Fang & Stephen M. Miller, 2009. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers 0904, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
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  21. Lars E.O Svensson, 2002. "Monetary policy and real stabilization," Proceedings, Federal Reserve Bank of Kansas City, pages 261-312. [Downloadable!]
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  22. Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen, 2007. "Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies," Money Macro and Finance (MMF) Research Group Conference 2006 113, Money Macro and Finance Research Group. [Downloadable!]
  23. Costas Azariadis & James Bullard & Lee Ohanian, 2001. "Trend-reverting fluctuations in the life-cycle model," Working Papers 1998-015, Federal Reserve Bank of St. Louis. [Downloadable!]
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  24. M. Marzo, 2001. "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers 411, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
  25. Douglas Shaller & Tsunemasa Shiba, 1989. "Price smoothing and demand noise: On business behavior and macromodels," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(1), pages 83-96, March. [Downloadable!] (restricted)
  26. Donald L. Kohn, 2008. "Lessons for central bankers from a Phillips curve framework," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
  27. Miguel Casares, 2007. "Wage Setting Actors, StickyWages, and Optimal Monetary Policy," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0701, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
  28. Janet L. Yellen, 2007. "John Taylor’s contributions to monetary theory and policy," Speech, Federal Reserve Bank of San Francisco, issue Oct 12. [Downloadable!]
  29. Stephen G. Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2004. "Has Monetary Policy Become More Efficient? A Cross Country Analysis," NBER Working Papers 10973, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  30. Ricardo Reis, 2008. "A Sticky-Information General Equilibrium Model for Policy Analysis," Working Papers Central Bank of Chile 495, Central Bank of Chile. [Downloadable!]
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  31. Basil A. Dalamagas, 1993. "Fiscal Effectiveness and Debt Illusion in a Rational Expectations Model," Annales d'Economie et de Statistique, ADRES, issue 31, pages 06, Juillet-S. [Downloadable!]
  32. Riccardo DiCecio & Edward Nelson, 2009. "The great inflation in the United States and the United Kingdom: reconciling policy decisions and data outcomes," Working Papers 2009-015, Federal Reserve Bank of St. Louis. [Downloadable!]
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  33. Christopher Erceg & Christopher Gust & David López-Salido, 2007. "The Transmission of Domestic Shocks in Open Economies," NBER Chapters, in: International Dimensions of Monetary Policy National Bureau of Economic Research, Inc. [Downloadable!]
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  34. Edmund Phelps, 1978. "Disinflation without recession: Adaptive guideposts and monetary policy," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 114(4), pages 783-809, December. [Downloadable!] (restricted)
  35. Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Finance and Economics Discussion Series 2002-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  36. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2006. " Optimal Time Consistent Monetary Policy," CDMA Working Paper Series 0606, Centre for Dynamic Macroeconomic Analysis, revised Jan 2007. [Downloadable!]
  37. Thomas J. Sargent, 1978. "Estimation of dynamic labor demand schedules under rational expectations," Staff Report 27, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  38. Steinar Holden, 2001. "Monetary Policy and Nominal Rigidities under Low Inflation," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  39. Diana N. Weymark, 2003. "Economic Structure, Policy Objectives, and Optimal Interest Rate Policy at Low Inflation Rates," Working Papers 0310, Department of Economics, Vanderbilt University. [Downloadable!]
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  40. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2005. " Optimal Monetary Policy Rules from a Timeless Perspective," CDMA Working Paper Series 0510, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
  41. Fiorella de Fiore, 2000. "Can indeterminacy explain the short-run non-neutrality of money?," Working Paper Series 32, European Central Bank. [Downloadable!]
  42. John H. Cochrane, 1995. "What do the VARs Mean?: Measuring the Output Effects of Monetary Policy," NBER Working Papers 5154, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  43. John B. Taylor, 1990. "Policy Analysis With a Multicountry Model," NBER Working Papers 2881, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  44. John B. Taylor, 2000. "The Monetary Transmission Mechanism and the Evaluation of Monetary Policy Rules," Working Papers Central Bank of Chile 87, Central Bank of Chile. [Downloadable!]
  45. Dora M. Iakova, 2007. "Flattening of the Phillips Curve: Implications for Monetary Policy," IMF Working Papers 07/76, International Monetary Fund. [Downloadable!]
  46. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October. [Downloadable!]
  47. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2007. " Unconditionally Optimal Monetary Policy," CDMA Working Paper Series 0721, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
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  48. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," Economics, University of Texas at Austin 9702, Center for Applied Research in Economics. [Downloadable!]
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  49. Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri, 2008. "Optimal monetary policy with distinct core and headline inflation rates," International Finance Discussion Papers 941, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  50. Chari, V V, 1998. "Nobel Laureate Robert E. Lucas, Jr.: Architect of Modern Macroeconomics," Journal of Economic Perspectives, American Economic Association, vol. 12(1), pages 171-86, Winter. [Downloadable!] (restricted)
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  51. Pontiggia, Dario, 2008. "Commitment policy and optimal positive long-run inflation," MPRA Paper 9534, University Library of Munich, Germany. [Downloadable!]
  52. Guenter W. Beck & Volker Wieland, 2008. "Central Bank misperceptions and the role of money in interest rate rules," Working Paper Series 967, European Central Bank. [Downloadable!]
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  53. Gunter Coenen & Volker Wieland, 2000. "A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities," Econometric Society World Congress 2000 Contributed Papers 1284, Econometric Society. [Downloadable!]
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  54. Guy Debelle, 1999. "Inflation Targeting and Output Stabilisation," RBA Research Discussion Papers rdp1999-08, Reserve Bank of Australia. [Downloadable!]
  55. Richard Dennis, 2001. "The policy preferences of the U.S. Federal Reserve," Working Papers in Applied Economic Theory 2001-08, Federal Reserve Bank of San Francisco. [Downloadable!]
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  56. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings, Federal Reserve Bank of Kansas City, pages 9-56. [Downloadable!]
  57. Lucas, Jr., Robert E., 1995. "Monetary Neutrality," Nobel Prize in Economics documents 1995-1, Nobel Prize Committee. [Downloadable!]
  58. Christian Jensen & Bennett C. McCallum, 2002. "The Non-Optimality of Proposed Monetary Policy Rules Under Timeless-Perspective Commitment," NBER Working Papers 8882, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  59. Keith Sill, 1999. "Forecasts, indicators and monetary policy," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-14. [Downloadable!]
  60. Athanasios Orphanides & Volker Wieland, 1999. "Inflation zone targetting," Working Paper Series 8, European Central Bank. [Downloadable!]
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  61. Milan Zelený, 2009. "On the Essential Multidimensionality of an Economic Problem: Towards Tradeoffs-Free Economics," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 3(2), pages 154-175, July. [Downloadable!]
  62. Athanasios Orphanides & David H. Small & Volker Wieland & David W. Wilcox, 1997. "A quantitative exploration of the opportunistic approach to disinflation," Finance and Economics Discussion Series 1997-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  63. Andrew Levin & Volker Wieland & John C. Williams, 1998. "Robustness of simple monetary policy rules under model uncertainty," Finance and Economics Discussion Series 1998-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  64. Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  65. Jeffery D. Amato & Thomas Laubach, 1999. "Forecast-based monetary policy," Research Working Paper 99-10, Federal Reserve Bank of Kansas City. [Downloadable!]
  66. Osama Sweidan & Fadwa Kalaji, 2005. "The central bank cost constraint and output-inflation variability: a note on Cecchetti and Ehrmann 2000," Economics Bulletin, Economics Bulletin, vol. 5(12), pages 1-6. [Downloadable!]
  67. Athanasios Orphanides, 1998. "Monetary policy evaluation with noisy information," Finance and Economics Discussion Series 1998-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  68. Aaron Drew & Benjamin Hunt, 1999. "Efficient simple policy rules and the implications of potential output uncertainty," Reserve Bank of New Zealand Discussion Paper Series G99/5, Reserve Bank of New Zealand. [Downloadable!]
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  69. John C. Williams, 1999. "Simple rules for monetary policy," Finance and Economics Discussion Series 1999-12, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  70. Alan S. Blinder, 1987. "A Skeptical Note on the New Econometrics," NBER Working Papers 1092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  71. Victor Gaiduch & Benjamin Hunt, 2000. "Inflation targeting under potential output uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2000/08, Reserve Bank of New Zealand. [Downloadable!]
  72. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, EconWPA. [Downloadable!]
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  73. Michael Parkin, 2009. "What is the Ideal Monetary Policy Regime? Improving the Bank of Canada's Inflation-targeting Program," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 279, January. [Downloadable!]
  74. Dean Croushore & Tom Stark, 1996. "Evaluating McCallum's rule when monetary policy matters," Working Papers 96-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  75. Stephen G. Cecchetti & Stefan Krause, 2002. "Central bank structure, policy efficiency, and macroeconomic performance: exploring empirical relationships," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 47-60. [Downloadable!]
  76. William Whitesell, 2005. "An inflation goal with multiple reference measures," Finance and Economics Discussion Series 2005-62, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  77. Jeffrey C. Fuhrer, 1994. "Optimal monetary policy in a model of overlapping price contracts," Working Papers 94-2, Federal Reserve Bank of Boston. [Downloadable!]
  78. Francisco Rosende R., 2004. "El marco teórico de la política monetaria," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 19(2), pages 85-117, December. [Downloadable!]
  79. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO. [Downloadable!]
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  80. Michal Horvath, 2006. " How to Deal with Increased Public Debt," CDMA Working Paper Series 0607, Centre for Dynamic Macroeconomic Analysis, revised Jun 2009. [Downloadable!]
  81. William T. Gavin, 2000. "Controlling inflation after Bretton Woods: an analysis based on policy objectives," Working Papers 2000-007, Federal Reserve Bank of St. Louis. [Downloadable!]
  82. Ray C. Fair & E. Philip Howrey, 1995. "Evaluating Alternative Monetary Policy Rules," Cowles Foundation Discussion Papers 1091, Cowles Foundation, Yale University. [Downloadable!]
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  83. Frederic Mishkin & Klaus Schmidt-Hebbel, 2006. "Does Inflation Targeting Make a Difference?," Working Papers Central Bank of Chile 404, Central Bank of Chile. [Downloadable!]
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  84. John B. Taylor, 1984. "The Role of Expectations in the Choice of Monetary Policy," NBER Working Papers 1044, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  85. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics. [Downloadable!]
  86. Pyyhtiä, Ilmo, 1999. "The Nonlinearity of the Phillips Curve and European Monetary Policy," Research Discussion Papers 17/1999, Bank of Finland. [Downloadable!]
  87. Keiko Honjo & Ben Hunt, 2006. "Stabilizing Inflation in Iceland," IMF Working Papers 06/262, International Monetary Fund. [Downloadable!]
  88. Francisco Rosende, 2002. "La Nueva Síntesis Keynesiana: Análisis e Implicancias de Política Monetaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(117), pages 203-233. [Downloadable!]
  89. Stefan Krause, 2003. "Measuring Monetary Policy Efficiency in European Union Countries: The Pre-EMU years," Emory Economics 0311, Department of Economics, Emory University (Atlanta). [Downloadable!]
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This page was last updated on 2009-11-12.

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