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Model uncertainty, optimal monetary policy and the preferences of the Fed

Castelnuovo, Efrem; Surico, Paolo - 2001

Monetary policy in the US is characterized by a substantial degree of inertia. While in principle this may well be the outcome of an optimizing central bank behavior, the ability of any derived policy rule to match the data relies on so large weights for interest rate smoothing into policy...

Persistent link: https://www.econbiz.de/10011608851

Model uncertainty, optimal monetary policy and the preferences of the Fed

Castelnuovo, Efrem; Surico, Paolo - 2001

Persistent link: https://www.econbiz.de/10001659331

Model uncertainty, optimal monetary policy and the preferences of the fed

Castelnuovo, Efrem; Surico, Paolo - 2001

Persistent link: https://www.econbiz.de/10001662703

Model Uncertainty, Optimal Monetary Policy and the Preferences of the Fed

Surico, Paolo; Castelnuovo, Efrem - 2001

Monetary policy in the US is characterized by a substantial degree of inertia. While in principle this may well be the outcome of an optimizing central bank behavior, the ability of any derived policy rule to match the data relies on so large weights for interest rate smoothing into policy...

Persistent link: https://www.econbiz.de/10014122390

Model uncertainty, optimal monetary policy and the preferences of the FED

Castelnuovo, Efrem; Surico, Paolo - In: Scottish journal of political economy : the journal of … 51 (2004) 1, pp. 105-126

Persistent link: https://www.econbiz.de/10001915954

Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Monetary and economic studies 19 (2001) S1, pp. 213-227

Persistent link: https://www.econbiz.de/10001553001

A quartet of semigroups for model specification, robustness, prices of risk, and model detection

Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123

Persistent link: https://www.econbiz.de/10001777218

Robustness and pricing with uncertain growth

Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404

Persistent link: https://www.econbiz.de/10001688775

Discussion of "Robustness and pricing with uncertain growth"

Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411

Persistent link: https://www.econbiz.de/10001688782

Acknowledging misspecification in macroeconomic theory

Hansen, Lars Peter; Sargent, Thomas J. - In: Review of economic dynamics 4 (2001) 3, pp. 519-535

Persistent link: https://www.econbiz.de/10001643309

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