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Permanent and transitory policy shocks in an empirical macro model with asymmetric information
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Cited by:
- Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics 0507021, University Library of Munich, Germany.
- Haicheng Shu & Peter Spencer, 2023. "Oil prices in the real economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 878-897, September.
- Gavin, William T. & Kydland, Finn E. & Pakko, Michael R., 2007.
"Monetary policy, taxes, and the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1587-1611, September.
- Michael R. Pakko & William T. Gavin & Finn E. Kydland, 2004. "Monetary Policy, Taxes, and the Business Cycle," Computing in Economics and Finance 2004 32, Society for Computational Economics.
- William T. Gavin & Finn E. Kydland & Michael R. Pakko, 2006. "Monetary policy, taxes and the business cycle," Working Papers 2004-017, Federal Reserve Bank of St. Louis.
- Michael R. Pakko & William T. Gavin & Finn E. Kydland, 2005. "Monetary Policy, Taxes, and the Business Cycle," 2005 Meeting Papers 265, Society for Economic Dynamics.
- Meredith Beechey & Pär Österholm, 2012.
"The Rise and Fall of U.S. Inflation Persistence,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 55-86, September.
- Meredith J. Beechey & Pär Österholm, 2007. "The rise and fall of U.S. inflation persistence," Finance and Economics Discussion Series 2007-26, Board of Governors of the Federal Reserve System (U.S.).
- Beechey, Meredith & Österholm, Pär, 2007. "The Rise and Fall of U.S. Inflation Persistence," Working Paper Series 2007:18, Uppsala University, Department of Economics.
- Michael P. Clements & Ana Beatriz Galvão, 2011.
"Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models,"
Working Papers
678, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
- Gbaguidi DAVID, 2011.
"Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 2(2), pages 141-181.
- Gbaguidi, David Sedo, 2011. "Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off," MPRA Paper 35482, University Library of Munich, Germany.
- Haroon Mumtaz & Konstantinos Theodoridis, 2023.
"The Federal Reserve'S Implicit Inflation Target And Macroeconomic Dynamics: An Svar Analysis,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1749-1775, November.
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis," Working Papers 820, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis," Cardiff Economics Working Papers E2018/1, Cardiff University, Cardiff Business School, Economics Section.
- Efrem Castelnuovo & Paolo Surico, 2005.
"The Price Puzzle: Fact or Artefact?,"
Macroeconomics
0505015, University Library of Munich, Germany, revised 19 Jul 2005.
- Efrem Castelnuovo & Paolo Surico, 2006. "The Price Puzzle: Fact or Artifact?," "Marco Fanno" Working Papers 0016, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Paolo Surico, 2006. "The price puzzle: fact or artefact?," Bank of England working papers 288, Bank of England.
- Peter N. Ireland, 2007.
"Changes in the Federal Reserve's Inflation Target: Causes and Consequences,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1851-1882, December.
- Peter N. Ireland, 2007. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1851-1882, December.
- Peter N. Ireland, 2005. "Changes in the Federal Reserve's inflation target: causes and consequences," Working Papers 05-13, Federal Reserve Bank of Boston.
- Peter N. Ireland, 2005. "Changes in the Federal Reserve’s Inflation Target: Causes and Consequences," Boston College Working Papers in Economics 607, Boston College Department of Economics.
- Peter N. Ireland, 2006. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," NBER Working Papers 12492, National Bureau of Economic Research, Inc.
- Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
- Taeyoung Doh, 2012.
"What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 469-486, March.
- Taeyoung Doh, 2012. "What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 469-486, March.
- Taeyoung Doh, 2007. "What does the yield curve tell us about the Federal Reserve's implicit inflation target?," Research Working Paper RWP 07-10, Federal Reserve Bank of Kansas City.
- Martin Melecký & Diego Rodríguez Palenzuela & Ulf Söderström, 2009.
"Inflation Target Transparency and the Macroeconomy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 10, pages 371-411,
Central Bank of Chile.
- Melecky, Martin & Rodrıguez Palenzuela, Diego & Soderstrom, Ulf, 2008. "Inflation Target Transparency and the Macroeconomy," MPRA Paper 10545, University Library of Munich, Germany.
- Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008. "Inflation Target Transparency and the Macroeconomy," Working Papers Central Bank of Chile 490, Central Bank of Chile.
- Sharon Kozicki & P. Tinsley, 2006.
"Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate,"
Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
- Sharon Kozicki & Peter A. Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City.
- Qazi Haque, 2022.
"Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-13, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Orphanides, Athanasios & Williams, John C., 2005.
"The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1927-1950, November.
- Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Working Paper Series 2003-24, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," International Finance Discussion Papers 804, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations," CFS Working Paper Series 2004/24, Center for Financial Studies (CFS).
- Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Working Paper Series 337, European Central Bank.
- John C. Williams & Athanasios Orphanides, 2004. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations," Computing in Economics and Finance 2004 144, Society for Computational Economics.
- Orphanides, Athanasios & Williams, John C, 2005. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations," CEPR Discussion Papers 4865, C.E.P.R. Discussion Papers.
- Kozicki, Sharon & Tinsley, P.A., 2008.
"Term structure transmission of monetary policy,"
The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
- Sharon Kozicki & Peter A. Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City.
- Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
- Scott C. Patrick, 2020.
"How Much Better Is Commitment Policy Than Discretionary Policy? Evidence From Six Developed Economies,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-28, June.
- Scott C. Patrick, 2020. "How Much Better Is Commitment Policy Than Discretionary Policy? Evidence From Six Developed Economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-28, June.
- Clark, Todd E. & Kozicki, Sharon, 2005.
"Estimating equilibrium real interest rates in real time,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 395-413, December.
- Clark, Todd E. & Kozicki, Sharon, 2004. "Estimating equilibrium real interest rates in real-time," Discussion Paper Series 1: Economic Studies 2004,32, Deutsche Bundesbank.
- Todd E. Clark & Sharon Kozicki, 2004. "Estimating equilibrium real interest rates in real time," Research Working Paper RWP 04-08, Federal Reserve Bank of Kansas City.
- Michal Franta & Branislav Saxa & Kateøina Šmídková, 2010. "The Role of Inflation Persistence in the Inflation Process in the New EU Member States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 480-500, December.
- Kosuke Aoki & Takeshi Kimura, 2007.
"Uncertainty about Perceived Inflation Target and Monetary Policy,"
Bank of Japan Working Paper Series
07-E-16, Bank of Japan.
- Aoki, Kosuke & Kimura, Takeshi, 2007. "Uncertainty about perceived inflation target and monetary policy," Discussion Paper Series 1: Economic Studies 2007,18, Deutsche Bundesbank.
- Martin Feldkircher & Gabriele Tondl, 2020.
"Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 225-247, August.
- Feldkircher, Martin & Lukmanova, Elizaveta & Tondl, Gabriele, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Paper Series 289, WU Vienna University of Economics and Business.
- Martin Feldkircher & Elizaveta Lukmanova & Gabriele Tondl, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Papers wuwp289, Vienna University of Economics and Business, Department of Economics.
- Bloch, Laurence, 2012. "Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve," Economic Modelling, Elsevier, vol. 29(5), pages 2058-2070.
- Monica Gentile & Roberto Renò, 2005. "Specification Analysis of Diffusion Models for the Italian Short Rate," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(1), pages 51-83, February.
- Milani, Fabio, 2007.
"Expectations, learning and macroeconomic persistence,"
Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2065-2082, October.
- Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics.
- Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Macroeconomics 0510022, University Library of Munich, Germany.
- Kevin Lansing, 2009.
"Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
- Kevin J. Lansing, 2006. "Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve," Working Paper Series 2006-15, Federal Reserve Bank of San Francisco.
- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Computing in Economics and Finance 2006 488, Society for Computational Economics.
- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers 758, Society for Economic Dynamics.
- Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014. "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, vol. 113(3), pages 427-454.
- Maarten Dossche & Gerdie Everaert, 2005.
"Measuring Inflation Persistence: A Structural Time Series Approach,"
Computing in Economics and Finance 2005
459, Society for Computational Economics.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
- M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
- Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
- Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
- Sharon Kozicki & P. A. Tinsley, 2012.
"Effective Use of Survey Information in Estimating the Evolution of Expected Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
- Sharon Kozicki & P. A. Tinsley, 2012. "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
- Binder, Carola, 2017. "Fed speak on main street: Central bank communication and household expectations," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 238-251.
- Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
- Thomas Jonsson & Pär Österholm, 2012.
"The properties of survey-based inflation expectations in Sweden,"
Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
- Jonsson, Thomas & Österholm, Pär, 2009. "The Properties of Survey-Based Inflation Expectations in Sweden," Working Papers 114, National Institute of Economic Research.
- Lhuissier, Stéphane & Zabelina, Margarita, 2015. "On the stability of Calvo-style price-setting behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 77-95.
- Diegel, Max, 2022. "Time-varying credibility, anchoring and the Fed's inflation target," Discussion Papers 2022/9, Free University Berlin, School of Business & Economics.
- Kevin Moran, 2005. "Learning and the Welfare Implications of Changing Inflation Targets," Cahiers de recherche 0511, CIRPEE.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information,"
CREATES Research Papers
2009-03, Department of Economics and Business Economics, Aarhus University.
- Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
- William Gavin & Benjamin Keen & Finn Kydland, 2015.
"Monetary Policy, the Tax Code, and the Real Effects of Energy Shocks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 694-707, July.
- William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 1304, Federal Reserve Bank of Dallas.
- William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 2013-019, Federal Reserve Bank of St. Louis.
- Beechey, Meredith & Österholm, Pär, 2010. "Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors," International Journal of Forecasting, Elsevier, vol. 26(2), pages 248-264, April.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
- Estrella, Arturo, 2015. "The Price Puzzle And Var Identification," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1880-1887, December.
- Qazi Haque, 2017. "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-10, University of Adelaide, School of Economics and Public Policy.
- Kosuke Aoki & Takeshi Kimura, 2008.
"Central Bank's Two-Way Communication with the Public and Inflation Dynamics,"
CEP Discussion Papers
dp0899, Centre for Economic Performance, LSE.
- Takeshi Kimura & Kosuke Aoki, 2009. "Central Bank's Two-Way Communication with the Public and Inflation Dynamics," 2009 Meeting Papers 108, Society for Economic Dynamics.
- Aoki, Kosuke & Kimura, Takeshi, 2008. "Central bank's two-way communication with the public and inflation dynamics," LSE Research Online Documents on Economics 25483, London School of Economics and Political Science, LSE Library.
- Kosuke Aoki & Takeshi Kimura, 2008. "Central bank's two-way communication with the public and inflation dynamics," Bank of Japan Working Paper Series 08-E-10, Bank of Japan.
- Sharon Kozicki & Peter A. Tinsley, 2005.
"Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation,"
Research Working Paper
RWP 05-04, Federal Reserve Bank of Kansas City.
- Sharon Kozicki & P. A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
- William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2005.
"The monetary instrument matters,"
Review, Federal Reserve Bank of St. Louis, vol. 87(Sep), pages 633-658.
- William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2005. "The monetary instrument matters," Working Papers 2004-026, Federal Reserve Bank of St. Louis.
- Arbex, Marcelo & Caetano, Sidney & Correa, Wilson, 2019.
"Macroeconomic effects of inflation target uncertainty shocks,"
Economics Letters, Elsevier, vol. 181(C), pages 111-115.
- Marcelo Arbex & Sidney Caetano & Wilson Correa, 2018. "Macroeconomic Effects of Inflation Target Uncertainty Shocks," Working Papers 1804, University of Windsor, Department of Economics.
- Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
- Chi-Young Choi & Young Se Kim & Róisín O'Sullivan, 2011. "Inflation Targeting and Relative Price Variability: What Difference Does Inflation Targeting Make?," Southern Economic Journal, John Wiley & Sons, vol. 77(4), pages 934-957, April.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017.
"Currency Value,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
- Lafuente Juan Ángel & Monfort Mercedes & Pérez Rafaela & Ruiz Jesús, 2021.
"Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule,"
Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 15(1), pages 150-162, January.
- J. A. Lafuente & R. Pérez & J. Ruiz, 2018. "Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule," Documentos de Trabajo del ICAE 2018-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Peter Jorgensen & Kevin J. Lansing, 2024. "A Simple Measure of Anchoring for Short-Run Expected Inflation in FIRE Models," Working Paper Series 2024-34, Federal Reserve Bank of San Francisco.
- Cássio R. A. Alves & Márcio P. Laurini, 2022. "Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps," Economics Bulletin, AccessEcon, vol. 42(2), pages 342-349.
- Kozicki, Sharon & Tinsley, P.A., 2009. "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 842-855, September.
- Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
- Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2016.
"Inflation persistence: revisited,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 25-44.
- Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2013. "Inflation Persistence: Revisited," Working Papers 2013-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011.
"A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation,"
MPRA Paper
34461, University Library of Munich, Germany, revised Sep 2011.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Insper Working Papers wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Jang, Tae-Seok & Sacht, Stephen, 2021.
"Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race,"
Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 493-511.
- Jang, Tae-Seok & Sacht, Stephen, 2018. "Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race," Economics Working Papers 2018-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Doh, Taeyoung, 2011.
"Yield curve in an estimated nonlinear macro model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1229-1244, August.
- Taeyoung Doh, 2009. "Yield curve in an estimated nonlinear macro model," Research Working Paper RWP 09-04, Federal Reserve Bank of Kansas City.
- Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.
- Gbaguidi, David Sedo, 2011. "Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate," MPRA Paper 35481, University Library of Munich, Germany.
- Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008.
"Are inflation expectations rational?,"
Journal of Monetary Economics, Elsevier, vol. 55(2), pages 406-422, March.
- David Andolfatto & Scott Hendry & Kevin Moran, 2005. "Are Inflation Expectations Rational?," Macroeconomics 0501002, University Library of Munich, Germany.
- David Andolfatto & Scott Hendry & Kevin Moran, 2007. "Are Inflation Expectations Rational?," Working Paper series 27_07, Rimini Centre for Economic Analysis.
- Peter D. Spencer, 2008.
"Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1177-1215, September.
- Peter D. Spencer, 2008. "Stochastic Volatility in a Macro‐Finance Model of the U.S. Term Structure of Interest Rates 1961–2004," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1177-1215, September.
- Peter Spencer, 2007. "Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004," Discussion Papers 07/32, Department of Economics, University of York.
- Ahsan ul Haq Satti & Wasim Shahid Malik, 2017. "The Unreliability of Output-Gap Estimates in Real Time," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 56(3), pages 193-219.
- Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.
- Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
- Henzel, Steffen R., 2013. "Fitting survey expectations and uncertainty about trend inflation," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 172-185.
- Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
- Bedri Kamil Onur Tas, 2014. "Why is Inflation Targeting Successful?: Analysis of Inflation Target Transparency," EcoMod2014 6725, EcoMod.
- Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
- Lukmanova, Elizaveta & Rabitsch, Katrin, 2023. "Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks," European Economic Review, Elsevier, vol. 158(C).