Forecasting with the Taylor rule
Author
Abstract
Suggested Citation
DOI: 10.1080/09603107.2012.665592
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Taylor, John B. & Williams, John C., 2010.
"Simple and Robust Rules for Monetary Policy,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 15, pages 829-859,
Elsevier.
- John B. Taylor & John C. Williams, 2010. "Simple and Robust Rules for Monetary Policy," NBER Working Papers 15908, National Bureau of Economic Research, Inc.
- John B. Taylor & John C. Williams, 2010. "Simple and robust rules for monetary policy," Working Paper Series 2010-10, Federal Reserve Bank of San Francisco.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"Purchasing Power Parity and the Taylor Rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, September.
- Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
- Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013. "Purchasing power parity and the Taylor rule," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Masao Ogaki, 2011. "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University.
- Dean Croushore, 1998. "Evaluating inflation forecasts," Working Papers 98-14, Federal Reserve Bank of Philadelphia.
- Mr. Robert Tchaidze & Ms. Alina Carare, 2005. "The Use and Abuse of Taylor Rules: How Precisely Can We Estimate Them?," IMF Working Papers 2005/148, International Monetary Fund.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013.
"Capital Regulation, Monetary Policy, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
- Ragna Alstadheim & Øistein Røisland, 2017.
"When Preferences for a Stable Interest Rate Become Self‐Defeating,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 393-415, March.
- Ragna Alstadheim & Øistein Røisland, 2016. "When preferences for a stable interest rate become self-defeating," Working Paper 2016/8, Norges Bank.
- Grzegorz Wesołowski, 2021. "Monetary Policy and House Price Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 359-379, December.
- Richard T. Froyen & Alfred V Guender, 2016. "The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment," Working Papers in Economics 16/10, University of Canterbury, Department of Economics and Finance.
- Minford, Patrick & Ou, Zhirong, 2013.
"Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982,"
Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
- Minford, Patrick & Ou, Zhirong, 2009. "Taylor Rule or Optimal Timeless Policy? Reconsidering the Fed's behaviour since 1982," Cardiff Economics Working Papers E2009/19, Cardiff University, Cardiff Business School, Economics Section, revised May 2010.
- Ricardo Nunes, 2010.
"Inflation Dynamics: The Role of Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Morrison, Michael & Fontenla, Matías, 2017. "Purchasing power parity across eight worlds," Economics Letters, Elsevier, vol. 158(C), pages 62-66.
- Muhammad Arshad Khan & Ather Maqsood Ahmed, 2016. "Conducting Monetary Policy in South Asian Economies: An Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(3), pages 161-190.
- Gerson Nhapulo & João Nicolau, 2017. "Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 28-51, March.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Research Technical Papers
3/RT/23, Central Bank of Ireland.
- Sandra Gomes & Pascal Jacquinot, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Papers w202301, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Barbara Rossi & Tatevik Sekhposyan, 2016.
"Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
- Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
- Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
- Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
- Honkapohja, Seppo & Mitra, Kaushik, 2020.
"Price level targeting with evolving credibility,"
Journal of Monetary Economics, Elsevier, vol. 116(C), pages 88-103.
- Honkapohja, Seppo & Kaushik, Mitra, 2018. "Price level targeting with evolving credibility," Bank of Finland Research Discussion Papers 5/2018, Bank of Finland.
- Honkapohja, Seppo & Mitra, Kaushik, 2018. "Price Level Targeting with Evolving Credibility," CEPR Discussion Papers 12739, C.E.P.R. Discussion Papers.
- John B. Taylor, 2011.
"Legislating a Rule for Monetary Policy,"
Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 407-415, Fall.
- John B. Taylor, 2011. "Legislating a Rule for Monetary Policy," Discussion Papers 10-032, Stanford Institute for Economic Policy Research.
- Glenn D. Rudebusch, 2002.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty,"
Economic Journal, Royal Economic Society, vol. 112(479), pages 402-432, April.
- Glenn Rudebusch, 2000. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0065, Econometric Society.
- Rudebusch, Glenn D., 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 14, European Central Bank.
- Glenn D. Rudebusch, 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 2000-03, Federal Reserve Bank of San Francisco.
- Roberto M. Billi, 2020.
"Output Gaps and Robust Monetary Policy Rules,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 125-152, March.
- Billi, Roberto M., 2012. "Output Gaps and Robust Monetary Policy Rules," Working Paper Series 260, Sveriges Riksbank (Central Bank of Sweden).
- Michael T. Kiley, 2008. "Monetary policy actions and long-run inflation expectations," Finance and Economics Discussion Series 2008-03, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & Volker Wieland, 2013.
"Complexity and Monetary Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," CFS Working Paper Series 2012/11, Center for Financial Studies (CFS).
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and Monetary Policy," CEPR Discussion Papers 9107, C.E.P.R. Discussion Papers.
- Joe Peek & Eric Rosengren & Geoffrey M. B. Tootell, 2016. "Does Fed policy reveal a ternary mandate?," Working Papers 16-11, Federal Reserve Bank of Boston.
- Christopher D. Carroll, 2001.
"The Epidemiology of Macroeconomic Expectations,"
NBER Working Papers
8695, National Bureau of Economic Research, Inc.
- Christopher D Carroll, 2001. "The Epidemiology of Macroeconomic Expectations," Economics Working Paper Archive 462, The Johns Hopkins University,Department of Economics.
- repec:prg:jnlpep:v:preprint:id:631:p:1-19 is not listed on IDEAS
- Ricardo Nunes, 2009. "On the Epidemiological Microfoundations of Sticky Information," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 643-657, October.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:22:y:2012:i:18:p:1501-1510. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAFE20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.