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Assessing GMM Estimates of the Federal Reserve Reaction Function

Florens, Clementine - 2010

Estimating a forward-looking monetary policy rule by the Generalized Method of Moments (GMM) has become a popular approach since the influential paper by Clarida, Gali, and Gertler (1998). However, an abundant econometric literature underlines the unappealing small-samples properties of GMM...

Persistent link: https://www.econbiz.de/10013134880

Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies

Jondeau, Eric; Le Bihan, Hervé - 2000

Persistent link: https://www.econbiz.de/10001517983

Assessing GMM estimates of the federal reserve reaction

Florens, Clémentine; Jondeau, Eric; Le Bihan, Hervé - 2001

Persistent link: https://www.econbiz.de/10001575972

Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies

Jondeau, Eric; Le Bihan, Hervé - In: Annales d'économie et de statistique (2002), pp. 357-388

Persistent link: https://www.econbiz.de/10001773563

ML vs GMM estimates of hybrid macroeconomic models (with an application to the "new Phillips curve")

Jondeau, Eric (contributor); Le Bihan, Hervé (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001827864

Testing for a forward-looking Phillips curve : additional evidence from European and US data

Jondeau, Eric; Le Bihan, Hervé - 2001

Persistent link: https://www.econbiz.de/10001639145

Assessing generalized method-of-moments estimates of the federal reserve reaction function

Jondeau, Eric; Le Bihan, Hervé; Gallés, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10002037127

Modélisation et prévision des indices de prix sectoriels

Jondeau, Eric; Le Bihan, Hervé; Sédillot, Franck - 1999

Persistent link: https://www.econbiz.de/10001415036

Testing for the New Keynesian Phillips Curve : additional international evidence

Jondeau, Eric; Le Bihan, Hervé - In: Economic modelling 22 (2005) 3, pp. 521-550

Persistent link: https://www.econbiz.de/10002770207

Testing for a Forward-Looking Phillips Curve : Additional Evidence from European and Us Data

Jondeau, Eric; Le Bihan, Hervé - 2002

The "New Keynesian" Phillips Curve (NKPC) states that inflation has a purely forward-looking dynamics. In this paper, we test whether European and US inflation dynamics an be described by this model. For this purpose, we estimate hybrid Phillips curves, which include both backward and...

Persistent link: https://www.econbiz.de/10014122587