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Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data

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  1. Myths and Realities of the 1970s
    by Mainly Macro in Mainly Macro on 2013-04-09 19:11:00

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Cited by:

  1. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Euroland: Stagnation wird allmählich überwunden," Munich Reprints in Economics 19932, University of Munich, Department of Economics.
  2. Regős, Gábor, 2013. "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra [Estimation of risk-augmented Taylor rules for Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 670-702.
  3. Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June.
  4. Gern, Klaus-Jürgen & Oskamp, Frank & Sander, Birgit & Scheide, Joachim & Boss, Alfred & Dovern, Jonas & Meier, Carsten-Patrick, 2006. "Weltkonjunktur und deutsche Konjunktur im Winter 2006," Kiel Discussion Papers 436/437, Kiel Institute for the World Economy (IfW Kiel).
  5. Stefano Neri & Tiziano Ropele, 2012. "Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area," Economic Journal, Royal Economic Society, vol. 122(561), pages 651-674, June.
  6. Gianfranco Zampese, 2017. "Taylor Rule and Financial Instability," BAFFI CAREFIN Working Papers 1757, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  7. 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.
  8. Ince, Onur & Papell, David H., 2013. "The (un)reliability of real-time output gap estimates with revised data," Economic Modelling, Elsevier, vol. 33(C), pages 713-721.
  9. Alex Nikolsko-Rzhevskyy, 2011. "Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 871-897, August.
  10. Mandler, Martin, 2011. "Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank," MPRA Paper 32430, University Library of Munich, Germany.
  11. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2011. "A real-time historical database for the OECD," Globalization Institute Working Papers 96, Federal Reserve Bank of Dallas.
  12. Cortes, Gustavo S. & Paiva, Claudio A.C., 2017. "Deconstructing credibility: The breaking of monetary policy rules in Brazil," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 31-52.
  13. Ansgar, Rannenberg, 2009. "Disinflation and the NAIRU in a New-Keynesian New-Growth Model (Extended Version)," MPRA Paper 13610, University Library of Munich, Germany.
  14. 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.
  15. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Gradual recovery in Euroland," Kiel Discussion Papers 405, Kiel Institute for the World Economy (IfW Kiel).
  16. Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
  17. Anna Piretti & Charles St-Arnaud, 2006. "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers 06-22, Bank of Canada.
  18. Galina Boeva & Roland Vaubel, 2012. "Did the Bundesbank Target Monetary Expansion or Inflation? Evidence from Monetary Base Growth," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 439-447, September.
  19. Bluhm, Marcel, 2011. "Investigating the monetary policy of central banks with assessment indicators," CFS Working Paper Series 2011/20, Center for Financial Studies (CFS).
  20. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
  21. Par Osterholm, 2005. "The Taylor rule and real-time data - a critical appraisal," Applied Economics Letters, Taylor & Francis Journals, vol. 12(11), pages 679-685.
  22. Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
  23. Boysen-Hogrefe, Jens & Neuwirth, Stefan, 2012. "The impact of seasonal and price adjustments on the predictability of German GDP revisions," Kiel Working Papers 1753, Kiel Institute for the World Economy (IfW Kiel).
  24. Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005. "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 277-292, December.
  25. Boss, Alfred & Dovern, Jonas & Meier, Carsten-Patrick & Oskamp, Frank & Scheide, Joachim, 2006. "Gute Chancen auf einen langanhaltenden Aufschwung in Deutschland," Open Access Publications from Kiel Institute for the World Economy 3941, Kiel Institute for the World Economy (IfW Kiel).
  26. Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank.
  27. Caroline Flodberg & Pär Österholm, 2017. "A Statistical Anaysis of Revisions in Swedish National Accounts Data," Finnish Economic Papers, Finnish Economic Association, vol. 28(1), pages 10-33, Autumn.
  28. Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November.
  29. Gern, Klaus-Jürgen & Meier, Carsten-Patrick & Scheide, Joachim, 2006. "Euroland: konjunkturelle Expansion erreicht Höhepunkt," Open Access Publications from Kiel Institute for the World Economy 3892, Kiel Institute for the World Economy (IfW Kiel).
  30. Rannenberg, Ansgar, 2009. "The Taylor Principle and (In-) Determinacy in a New Keynesian Model with hiring Frictions and Skill Loss," SIRE Discussion Papers 2009-48, Scottish Institute for Research in Economics (SIRE).
  31. Elstner, Steffen & Tabaković, Tamer, 2008. "What do reaction functions tell us about central bank preferences?," Kiel Advanced Studies Working Papers 447, Kiel Institute for the World Economy (IfW Kiel).
  32. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank.
  33. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2008. "The relative performance of alternative Taylor rule specifications," Staff Papers, Federal Reserve Bank of Dallas, issue Jun.
  34. Adam, Christopher & Cobham, David, 2009. "Using Real-Time Output Gaps to Examine Past and Future Policy Choices," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 98-110, October.
  35. Bluhm, Marcel, 2015. "Investigating the monetary policy of central banks with assessment indicators," European Journal of Political Economy, Elsevier, vol. 38(C), pages 181-196.
  36. Mr. Jens R Clausen & Bianca Clausen, 2010. "Simulating Inflation Forecasting in Real-Time: How Useful Is a Simple Phillips Curve in Germany, the UK, and the US?," IMF Working Papers 2010/052, International Monetary Fund.
  37. Erler, Alexander & Krizanac, Damir, 2009. "Taylor-Regel und Subprime-Krise - Eine empirische Analyse der US-amerikanischen Geldpolitik [Taylor Rule and the Subprime Crisis - An Empirical Analysis of the US Monetary Policy]," MPRA Paper 18604, University Library of Munich, Germany.
  38. David Alan Peel & Pantelis Promponas, 2016. "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers 144439514, Lancaster University Management School, Economics Department.
  39. Tobias Rühl, 2015. "Taylor rules revisited: ECB and Bundesbank in comparison," Empirical Economics, Springer, vol. 48(3), pages 951-967, May.
  40. Molodtsova, Tanya & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2008. "Taylor rules with real-time data: A tale of two countries and one exchange rate," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 63-79, October.
  41. Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
  42. Quint, Dominic, 2014. "How Large Is the Stress from the Common Monetary Policy in the Euro Area?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100341, Verein für Socialpolitik / German Economic Association.
  43. Colavecchio, Roberta & Carstensen, Kai, 2004. "Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?," Kiel Working Papers 1221, Kiel Institute for the World Economy (IfW Kiel).
  44. Quint, Dominic, 2014. "Is it really more dispersed? Measuring and comparing the stress from the common monetary policy in the euro area," Discussion Papers 2014/13, Free University Berlin, School of Business & Economics.
  45. Dominic Quint, 2016. "Is it really more dispersed?," International Economics and Economic Policy, Springer, vol. 13(4), pages 593-621, October.
  46. Ansgar Rannenberg, 2009. "Shocks, Monetary Policy and Institutions: Explaining Unemployment Persistence in "Europe" and the United States," CDMA Working Paper Series 200903, Centre for Dynamic Macroeconomic Analysis.
  47. Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.
  48. Fernandez, Adriana Z. & Koenig, Evan F. & Nikolsko-Rzhevskyy, Alex, 2010. "Can alternative Taylor-rule specifications describe Federal Reserve policy decisions?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 733-757, November.
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