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The Taylor rule and interest rates in the EMU area: a note

Citations

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Cited by:

  1. Camille Logeay & Heike Joebges, 2018. "Could a national wage rule stabilize the current account and functional income distribution in the Euro area?," FMM Working Paper 23-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  2. Ha, Eunyoung & Kang, Myung-koo, 2015. "Government Policy Responses to Financial Crises: Identifying Patterns and Policy Origins in Developing Countries," World Development, Elsevier, vol. 68(C), pages 264-281.
  3. Coenen, Gunter & Wieland, Volker, 2005. "A small estimated euro area model with rational expectations and nominal rigidities," European Economic Review, Elsevier, vol. 49(5), pages 1081-1104, July.
  4. Nils Björksten & Miika Syrjänen, 2000. "How Problematic are Internal Euro Area Differences?," EUI-RSCAS Working Papers 14, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
  5. Jakas, Vicente, 2011. "Theory and empirics of an affine term structure model applied to European data," MPRA Paper 36029, University Library of Munich, Germany.
  6. Agboton, J. Damien, 2023. "Essaie sur la prévision du taux d’intérêt directeur optimal dans la zone UEMOA : une approche par l’équation de John Brian TAYLOR (1993) [Essay on forecasting the optimal key interest rate in the W," MPRA Paper 121340, University Library of Munich, Germany.
  7. Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
  8. Agboton, J. Damien, 2024. "Essaie sur la prévision du taux d’intérêt directeur optimal dans la zone UEMOA : une approche par l’équation de John Brian TAYLOR (1993) [Essay on forecasting the optimal key interest rate in the W," MPRA Paper 121341, University Library of Munich, Germany.
  9. Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000 187, Society for Computational Economics.
  10. Huchet, Marilyne, 2003. "Does single monetary policy have asymmetric real effects in EMU?," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 151-178, February.
  11. Carlo Altavilla, 2003. "Assessing monetary rules performance across EMU countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 131-151.
  12. lahlou, kamal, 2009. "Essai d’estimation de la fonction de réaction de Bank Al-Maghrib [Estimation of Bank Al-Maghrib Reaction Function]," MPRA Paper 98018, University Library of Munich, Germany.
  13. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, AccessEcon, vol. 5(14), pages 1-11.
  14. Carlos J. Rodríguez Fuentes & David Padrón Marrero, 2019. "The ECB monetary strategy: A critical assessment," Revista de Economia Critica, Asociacion de Economia Critica, vol. 27, pages 16-31.
  15. J. Kilponen & Marc-Alexandre Sénégas & J. Vilmunen, 2006. "Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies," Post-Print hal-00150522, HAL.
  16. Carlos J. Rodriguez-Fuentes & Antonio Olivera-Herrera & David Padron-Marrero, 2004. "Monetary policy and inflation persistence in the Eurozone," ERSA conference papers ersa04p218, European Regional Science Association.
  17. Daniel O. Beltran & David Draper, 2008. "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers 955, Board of Governors of the Federal Reserve System (U.S.).
  18. Nandwa, B., 2006. "Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
  19. Weinert, Günter & Wohlers, Eckhardt & Brück, Christiane & Feldkord, Eva-Ulrike & Hinze, Jörg & Kirchesch, Kai & Matthies, Klaus, 2005. "Konjunktur 2005: Weltwirtschaft bleibt auf Expansionskurs - Deutschland hinkt hinterher," HWWA Reports 251, Hamburg Institute of International Economics (HWWA).
  20. Huchet-Bourdon, Marilyne, 2003. "Fonctions de réaction des banques centrales européennes et convergence," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(3), pages 297-326, Septembre.
  21. Kian Tehranian, 2023. "Monetary Policy & Stock Market," Papers 2305.13930, arXiv.org.
  22. Agboton, Damien Joseph, 2023. "Essaie sur la prévision du taux d’intérêt directeur optimal dans la zone UEMOA : une approche par l’équation de John Brian TAYLOR (1993) [Essay on forecasting the optimal key interest rate in the W," MPRA Paper 121339, University Library of Munich, Germany.
  23. Marc-Alexandre Sénégas, 2002. "La politique monétaire face à l'incertitude : un survol méthodologique des contributions relatives à la zone euro," Revue d'Économie Financière, Programme National Persée, vol. 65(1), pages 177-200.
  24. repec:ebl:ecbull:v:5:y:2006:i:14:p:1-11 is not listed on IDEAS
  25. Antonio Forte, 2010. "The European Central Bank, the Federal Reserve and the Bank of England: Is the Taylor Rule a useful benchmark for the last decade?," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 1-31.
  26. Ali Mna & Hadda Kilani, 2023. "A monetary policy reaction function through Taylor rule vision: evidence from Tunisia," SN Business & Economics, Springer, vol. 3(8), pages 1-18, August.
  27. Gerdesmeier, Dieter & Roffia, Barbara, 2004. "Taylor rules for the euro area: the issue of real-time data," Discussion Paper Series 1: Economic Studies 2004,37, Deutsche Bundesbank.
  28. Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
  29. Gottschalk, Jan, 2001. "Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions," Kiel Working Papers 1067, Kiel Institute for the World Economy (IfW Kiel).
  30. William Seyfried & Dale Bremmer, 2003. "Inflation Targeting as a Framework for Monetary Policy: A Cross‐Country Analysis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(3), pages 291-299, September.
  31. repec:bla:jcmkts:v:45:y:2007:i::p:367-409 is not listed on IDEAS
  32. Weinert, Gunter & Wohlers, Eckhardt & Bruck, Christiane & Fieber, Eva-Ulrike & Hinze, Jorg & Kirchesch, Kai & Matthies, Klaus & Schumacher, Christian, 2003. "Zwischen Hoffen und Bangen - Konjunktur 2003," Report Series 26082, Hamburg Institute of International Economics.
  33. Florens, C. & Jondeau, E. & Le Bihan, H., 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Working papers 83, Banque de France.
  34. International Monetary Fund, 2005. "Inflation Targeting and Output Growth: Empirical Evidence for the European Union," IMF Working Papers 2005/089, International Monetary Fund.
  35. Gottschalk, Jan & Höppner, Florian, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Bonn Econ Discussion Papers 21/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
  36. Ullrich, Katrin, 2003. "A Comparison Between the Fed and the ECB: Taylor Rules," ZEW Discussion Papers 03-19, ZEW - Leibniz Centre for European Economic Research.
  37. Richard Dennis, 2000. "Optimal simple targeting rules for small open economies," Working Paper Series 2000-20, Federal Reserve Bank of San Francisco.
  38. Leon, Costas, 2006. "The Taylor rule: can it be supported by the data?," MPRA Paper 1650, University Library of Munich, Germany.
  39. Weinert, Gunter & Wohlers, Eckhardt & Bruck, Christiane & Feldkord, Eva-Ulrike & Hinze, Jorg & Kirchesch, Kai & Matthies, Klaus, 2005. "Konjunktur 2005: Weltwirtschaft bleibt auf Expansionskurs - Deutschland hinkt hinterher," Report Series 26115, Hamburg Institute of International Economics.
  40. Ralf M. Fendel & Michael R. Frenkel, 2006. "Five Years Of Single European Monetary Policy In Practice: Is The Ecb Rule‐Based?," Contemporary Economic Policy, Western Economic Association International, vol. 24(1), pages 106-115, January.
  41. Fourcans, Andre & Vranceanu, Radu, 2004. "The ECB interest rate rule under the Duisenberg presidency," European Journal of Political Economy, Elsevier, vol. 20(3), pages 579-595, September.
  42. Dieter Gerdesmeier & Barbara Roffia, 2004. "Empirical Estimates of Reaction Functions for the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 37-66, March.
  43. Hidi, János, 2006. "A magyar monetáris politikai reakciófüggvény becslése [Estimating the reaction function for Hungarian monetary policy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1178-1199.
  44. Stefano Figuera & Guglielmo Forges Davanzati & Andrea Pacella, 2022. "Considerations on the Legacy of Ordoliberalism in European Monetary Policy," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2022(2), pages 95-122.
  45. Trecroci, Carmine & Vega, Juan Luis, 2000. "The information content of M3 for future inflation," Working Paper Series 33, European Central Bank.
  46. Georgios Chortareas, 2008. "Monetary Policy Rules In The Run‐Up To The Emu," Metroeconomica, Wiley Blackwell, vol. 59(4), pages 687-712, November.
  47. Laurent Bouscharain, 2001. "Quelle convergence des règles de politique monétaire en Europe avant l’euro ?," Économie et Prévision, Programme National Persée, vol. 147(1), pages 159-169.
  48. Gerdesmeier, Dieter & Roffia, Barbara, 2005. "The relevance of real-time data in estimating reaction functions for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 293-307, December.
  49. Daniel O. Beltran & David Draper, 2018. "Estimating dynamic macroeconomic models: how informative are the data?," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(2), pages 501-520, February.
  50. Höppner, Florian & Gottschalk, Jan, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy (IfW Kiel).
  51. Ignazio Angeloni & Michael Flad & Francesco Paolo Mongelli, 2005. "Economic and monetary integration of the new Member States - helping to chart the route," Occasional Paper Series 36, European Central Bank.
  52. Weinert, Günter, 2003. "Zwischen Hoffen und Bangen - Konjunktur 2003," HWWA Reports 224, Hamburg Institute of International Economics (HWWA).
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