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Year of publication
Subject
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Taylor rule 3,201 Taylor-Regel 2,728 Monetary policy 2,190 Geldpolitik 2,154 Theorie 1,348 Theory 1,326 USA 962 United States 946 Regelbindung versus Diskretion 576 Rules versus discretion 575 Schätzung 554 Estimation 531 Inflation targeting 440 Inflationssteuerung 426 Zinspolitik 398 Interest rate policy 393 Neoklassische Synthese 312 Neoclassical synthesis 309 EU-Staaten 289 monetary policy 274 Central bank 269 Zentralbank 269 EU countries 266 Inflation 261 Zins 249 Interest rate 247 Taylor Rule 224 Eurozone 195 Euro area 194 Exchange rate 146 Wechselkurs 141 Preisrigidität 132 Price stickiness 129 Schock 121 Geldpolitische Transmission 120 Monetary transmission 120 Shock 120 Dynamisches Gleichgewicht 115 Geldpolitisches Ziel 115 Monetary target 114
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Online availability
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Free 1,615 Undetermined 480
Type of publication
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Book / Working Paper 1,923 Article 1,460 Journal 4 Other 2
Type of publication (narrower categories)
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Working Paper 1,156 Article in journal 1,137 Aufsatz in Zeitschrift 1,137 Graue Literatur 1,045 Non-commercial literature 1,045 Arbeitspapier 1,006 Aufsatz im Buch 127 Book section 127 Hochschulschrift 80 Thesis 71 Collection of articles written by one author 36 Sammlung 36 Article 22 Rezension 22 Conference paper 21 Konferenzbeitrag 21 Commentary 18 Kommentar 18 Collection of articles of several authors 14 Sammelwerk 14 Konferenzschrift 11 Conference proceedings 8 Aufsatzsammlung 7 Systematic review 7 Übersichtsarbeit 7 Country report 5 Länderbericht 5 Amtsdruckschrift 4 Bibliografie enthalten 4 Bibliography included 4 Government document 4 Book review 3 Conference Paper 3 Preprint 3 Dissertation u.a. Prüfungsschriften 2 Mehrbändiges Werk 2 Monografische Reihe 2 Multi-volume publication 2 Research Report 2 Adressbuch 1
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Language
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English 2,903 Undetermined 363 German 55 French 32 Spanish 18 Portuguese 12 Polish 4 Czech 2 Italian 2 Macedonian 1 Norwegian 1 Romanian 1
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Author
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Belke, Ansgar 67 Klose, Jens 48 Neuenkirch, Matthias 38 Hayo, Bernd 34 Leeper, Eric M. 26 Papell, David H. 26 Uribe, Martín 25 Woodford, Michael 25 Minford, Patrick 24 Gerberding, Christina 23 Taylor, John B. 23 Schmitt-Grohé, Stephanie 22 Siklos, Pierre L. 22 Sturm, Jan-Egbert 22 Davig, Troy 21 Orphanides, Athanasios 21 Beckmann, Joscha 19 Evans, George W. 19 Nikolsko-Rzhevskyy, Alex 19 Wieland, Volker 19 Dreger, Christian 18 Srinivasan, Naveen 18 Fendel, Ralf 17 Horváth, Roman 17 Seitz, Franz 17 Castelnuovo, Efrem 16 Honkapohja, Seppo 16 Svensson, Lars E. O. 16 Carlstrom, Charles T. 15 Fuerst, Timothy S. 15 Kim, Hyeongwoo 15 Tillmann, Peter 15 Beyer, Andreas 14 Ciccarelli, Matteo 14 Galí, Jordi 14 Haan, Jakob de 14 McCallum, Bennett T. 14 Molodtsova, Tanya 14 Sveen, Tommy 14 Williams, John C. 14
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 49 National Bureau of Economic Research 38 C.E.P.R. Discussion Papers 12 European Central Bank 10 Federal Reserve Bank of Cleveland 10 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 10 CESifo 8 EconWPA 8 de Nederlandsche Bank 8 Society for Computational Economics - SCE 7 Deutsche Bundesbank 6 Federal Reserve Bank of San Francisco 6 Institut für Weltwirtschaft 6 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 6 Banque de France 5 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 5 HAL 5 Johns Hopkins University / Department of Economics 5 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 5 Volkswirtschaftliches Forschungszentrum <Frankfurt, Main> 5 Economics Section, Cardiff Business School 4 Federal Reserve Bank of St. Louis 4 Suomen Pankki 4 Zentrum für Europäische Wirtschaftsforschung (ZEW) 4 Departament d'Economia Aplicada, Universitat Autònoma de Barcelona 3 Innocenzo Gasparini Institute for Economic Research <Mailand> 3 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 3 Madras School of Economics 3 Nationalekonomiska Institutionen, Uppsala Universitet 3 Reserve Bank of Australia 3 Schweizerische Nationalbank (SNB) 3 Sveriges Riksbank 3 Vanderbilt University Department of Economics 3 Česká Národní Banka 3 Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 2 Banco Central do Brasil 2 Bank for International Settlements (BIS) 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 74 Journal of macroeconomics 52 Discussion paper / Centre for Economic Policy Research 51 Economic modelling 50 MPRA Paper 48 Journal of economic dynamics & control 45 Journal of money, credit and banking : JMCB 45 Economics letters 43 Journal of monetary economics 42 NBER working paper series 39 CESifo working papers 34 Working paper series / European Central Bank 29 Macroeconomic dynamics 27 Applied economics 25 Journal of international money and finance 25 Applied economics letters 20 Working paper 20 Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen 19 Discussion paper / 1 / Deutsche Bundesbank 18 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 18 Finance and economics discussion series 18 Working papers series / Federal Reserve Bank of San Francisco 18 IMF working paper 17 Bank of Finland research discussion papers 16 Working Paper 16 CESifo Working Paper 14 NBER Working Paper 14 International review of economics & finance : IREF 13 Ruhr Economic Papers 13 The North American journal of economics and finance : a journal of financial economics studies 13 CEPR Discussion Papers 12 Discussion papers / CEPR 12 ECB Working Paper 12 Research working papers / Federal Reserve Bank of Kansas City 12 Ruhr economic papers 12 CAMA working paper series 11 Cardiff economics working papers 11 Federal Reserve Bank of Cleveland working paper series 11 International finance discussion papers 11 Sveriges Riksbank working paper series 11
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Source
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ECONIS (ZBW) 2,687 RePEc 510 EconStor 181 BASE 6 USB Cologne (EcoSocSci) 3 ArchiDok 2
Showing 1 - 50 of 3,389
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Gini in the Taylor rule : should the Fed care about inequality?
Ma, Eunseong - 2021
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Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a new Keynesian DSGE model with FX interventions
Rodriguez, Gabriel; Castillo B., Paul; Hasegawa, Harumi - 2021 - Primera edición
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Is the Taylor Rule still an adequate representation of monetary policy in macroeconomic models?
Dean, James; Schuh, Scott - 2021
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What's on the ECB's mind? : monetary policy before and after the global financial crisis
Zahner, Johannes; Groß, Jonas - 2020
This paper analyzes the interest rate setting of the European Central Bank (ECB) both before and after the outbreak of the global financial crisis. In the current monetary policy literature, researchers typically select one Taylor rule-based model in order to analyze the interest rate setting of...
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Is the Tunisian Central Bank following a linear or a nonlinear augmented Taylor rule?
Lamia, Beldi; Djelassi, Mouldi - In: International journal of economics and financial issues … 10 (2020) 3, pp. 69-78
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Predicting monetary policy using artificial neural networks
Hinterlang, Natascha - 2020
This paper analyses the forecasting performance of monetary policy reaction functions using U.S. Federal Reserve's Greenbook real-time data. The results indicate that artificial neural networks are able to predict the nominal interest rate better than linear and nonlinearTaylor rule models as...
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Do women matter in monetary policy boards?
Masciandaro, Donato; Profeta, Paola; Romelli, Davide - 2020
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The signalling channel of negative interest rates
De Groot, Oliver; Haas, Alexander - 2022
Negative interest rates remain a controversial policy for central banks. We study a novel signalling channel and ask under what conditions negative rates should exist in an optimal policymaker's toolkit. We prove two necessary conditions for the optimality of negative rates: a time-consistent...
Persistent link: https://ebtypo.dmz1.zbw/10012802562
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The incredible Taylor principle
Neumeyer, Pablo Andrés; Nicolini, Juan Pablo - 2022
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A Note on Temporary Supply Shocks with Aggregate Demand Inertia
Caballero, Ricardo J.; Simsek, Alp - 2022
We study optimal monetary policy during temporary supply contractions when aggregate demand has inertia and expansionary policy is constrained. In this environment, it is optimal to run the economy hot until supply recovers. Positive output gaps in the low-supply phase lessen the negative output...
Persistent link: https://ebtypo.dmz1.zbw/10013177637
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A note on temporary supply shocks with aggregate demand inertia
Caballero, Ricardo J.; Simsek, Alp - 2022
We study optimal monetary policy during temporary supply contractions when aggregate demand has inertia and expansionary policy is constrained. In this environment, it is optimal to run the economy hot until supply recovers. Positive output gaps in the low-supply phase lessen the negative output...
Persistent link: https://ebtypo.dmz1.zbw/10012886884
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The signalling channel of negative interest rates
De Groot, Oliver; Haas, Alexander - 2022 - Current version: January 7, 2022
Negative interest rates remain a controversial policy for central banks. We study a novel signalling channel and ask under what conditions negative rates should exist in an optimal policymaker’s toolkit. We prove two necessary conditions for the optimality of negative rates: a time-consistent...
Persistent link: https://ebtypo.dmz1.zbw/10012801769
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Monetary policy and determinacy : an inquiry in open economy new Keynesian framework
Barnett, William A.; Eryilmaz, Unal - 2022
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A new test for optimum currency area with an application to the Central and Eastern European countries
Nanovsky, Simeon - In: Applied economics 54 (2022) 3, pp. 354-373
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Taylor-rule consistent estimates of the natural rate of interest
Brand, Claus; Mazelis, Falk - 2019
We estimate the natural rate of interest for the US and the euro area in a semi-structural model comprising a Taylor rule. Our estimates feature key elements of Laubach and Williams (2003), but are more consistent with using conventional policy rules: we model inflation to be stationary, with...
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Nonlinear reaction functions : evidence from India
Ajaz, Taufeeq - In: Journal of central banking theory and practice 8 (2019) 1, pp. 111-132
This paper uses time-series data from India and tests for asymmetries in policy preferences of the Reserve Bank of India (the Central Bank of India, hereafter RBI). The results show evidence in favour of preference asymmetries in monetary policy reaction function in India and hence...
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Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar; Klose, Jens - 2019
This article compares two types of monetary policy rules - the Taylor-Rule and the Orphanides-Rule - with respect to their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results from estimated models and augmented rules are compared....
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Persistent link: https://ebtypo.dmz1.zbw/10012034314
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Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar; Klose, Jens - 2019
This article compares two types of monetary policy rules - the Taylor-Rule and the Orphanides-Rule - with respect to their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results from estimated models and augmented rules are compared....
Persistent link: https://ebtypo.dmz1.zbw/10012063951
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On the Use of Current or Forward-Looking Data in Monetary Policy: A Behavioural Macroeconomic Approach
De Grauwe, Paul; Ji, Yuemei - 2021
We analyse the use of current and forward-looking data in the setting of monetary policy (Taylor rule). We answer the question of whether the use of forward-looking data is to be preferred over the use of current data. We use a behavioural macroeconomic model that generates periods of...
Persistent link: https://ebtypo.dmz1.zbw/10012492999
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Monetary policy dynamics in the United States
Shodipe, Oladimeji Tomiwa; Shobande, Olatunji Abdul - In: Open Economics 4 (2021) 1, pp. 14-30
The recognised approach to designing an optimal monetary policy model is based on the central bank's ability to mitigate losses using a quadratic criterion subject to the linear structure of the economy. This study examines the United States Federal Reserve's (Fed) monetary policy in different...
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Interest rate rules, rigidities and inflation risks in a macro-finance model
Horváth, Roman; Kaszab, Lorant; Mars, Ales - 2021
Long-term bond yields contain a risk-premium, an important part of which is compensation for inflation risks. The substantial increase in the Fed funds rate in the mid-2000s did not raise long-term US Treasury yields due to the reduction in the term premium (so-called Greenspan conundrum) which...
Persistent link: https://ebtypo.dmz1.zbw/10012619154
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Financial stability and the Fed: Evidence from congressional hearings
Wischnewsky, Arina; Jansen, David‐Jan; Neuenkirch, … - In: Economic Inquiry 59 (2021) 3, pp. 1192-1214
This article retraces how financial stability considerations interacted with US monetary policy before and during the Great Recession. Using text‐mining techniques, this article innovates by constructing indicators for financial stability sentiment expressed during testimonies of five Federal...
Persistent link: https://ebtypo.dmz1.zbw/10012621839
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Central banks' response to inflation, output gap, and exchange rate in Nigeria and South Africah
Vincent, Olusegun - In: Cogent Business & Management 8 (2021) 1, pp. 1-12
In Africa, a number of countries like South Africa have adopted inflation targeting. In Nigeria, different monetary policy regimes have been adopted over the years with rather unsatisfactory success. This study examines inflation targeting in Nigeria and South Africa, using fully modified least...
Persistent link: https://ebtypo.dmz1.zbw/10012657405
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Forecasting FOMC forecasts
Kalfa, S. Yanki; Marquez, Jaime R. - In: Econometrics 9 (2021) 3, pp. 1-20
(Hendry 1980, p. 403) The three golden rules of econometrics are "test, test, and test". The current paper applies that approach to model the forecasts of the Federal Open Market Committee over 1992-2019 and to forecast those forecasts themselves. Monetary policy is forward-looking, and as part...
Persistent link: https://ebtypo.dmz1.zbw/10012696339
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Taylor rule estimation by OLS
Viana de Carvalho, Carlos; Eusepi, Stefano; Mönch, Emanuel - 2021
Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as in ation and the output gap, which are endogenous to monetary policy shocks. Endogeneity implies a...
Persistent link: https://ebtypo.dmz1.zbw/10012817076
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Asymmetric monetary policy rules for the euro area and the US
Maih, Junior; Mazelis, Falk; Motto, Roberto; … - 2021
We analyse the implications of asymmetric monetary policy rules by estimating Markovswitching DSGE models for the euro area (EA) and the US. The estimations show that until mid-2014 the ECB's response to inflation was more forceful when inflation was above 2% than below 2%. Since then, the ECB's...
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Efecto de la política fiscal sobre la transmisión de la política monetaria a través de la desigualdad en el ingreso
Montoya Ruiz, David Augusto - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012697079
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On the use of current or forward-looking data in monetary policy : a behavioural macroeconomic approach
De Grauwe, Paul; Ji, Yuemei - 2021
We analyse the use of current and forward-looking data in the setting of monetary policy (Taylor rule). We answer the question of whether the use of forward-looking data is to be preferred over the use of current data. We use a behavioural macroeconomic model that generates periods of...
Persistent link: https://ebtypo.dmz1.zbw/10012420886
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Monetary policy rules
McCandless, George T. - 2021
Most models of monetary policy specify a single rule (frequently a Taylor rule) for setting a policy interest rate based on monetary aggregates. Here I consider an economy where the government has two channels for injecting or withdrawing money from the economy: a policy of monetary transfers to...
Persistent link: https://ebtypo.dmz1.zbw/10012515665
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Optimal constrained interest-rate rules under heterogeneous expectations
Gasteiger, Emanuel - 2021
This paper examines optimal monetary policy under heterogeneous expectations. To this end, we develop a stochastic New Keynesian model with a cost-push shock and coexistence of one-step-ahead rational and adaptive expectations in decentralized markets. On the one side, heterogeneous expectations...
Persistent link: https://ebtypo.dmz1.zbw/10012503424
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Interest rate rules, rigidities and inflation risks in a macro-finance model
Horváth, Roman; Kaszab, Lorant; Mars, Ales - 2021
Long-term bond yields contain a risk-premium, an important part of which is compensation for inflation risks. The substantial increase in the Fed funds rate in the mid-2000s did not raise long-term US Treasury yields due to the reduction in the term premium (so-called Greenspan conundrum) which...
Persistent link: https://ebtypo.dmz1.zbw/10012584286
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Optimal robust monetary policy with parameters and output gap uncertainty
Grasso, Adriana; Traficante, Guido - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012584683
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Forward-backward-looking monetary policy rules : derivation and empirics
Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92
Persistent link: https://ebtypo.dmz1.zbw/10012587116
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Monetary policy dynamics in the United States
Shodipe, Oladimeji Tomiwa; Shobande, Olatunji Abdul - In: Open economics 4 (2021) 1, pp. 14-30
The recognised approach to designing an optimal monetary policy model is based on the central bank's ability to mitigate losses using a quadratic criterion subject to the linear structure of the economy. This study examines the United States Federal Reserve's (Fed) monetary policy in different...
Persistent link: https://ebtypo.dmz1.zbw/10012589322
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Sectoral shocks and monetary policy in the United Kingdom
Dixon, Huw; Franklin, Jeremy; Millard, Stephen Patrick - 2021
In this paper, we examine the extent to which monetary policy should respond to movements in sectoral inflation rates. To do this we construct a Generalised Taylor model that takes specific account of the sectoral make-up of the consumer price index (CPI). We calibrate the model for each sector...
Persistent link: https://ebtypo.dmz1.zbw/10012591789
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Should Hong Kong switch to Taylor rule? : evidence from DSGE model
Meenagh, David; Minford, Patrick; Zhao, Zhiqi - 2021
This paper studies the economy of Hong Kong through the lens of a small open economy DSGE model with a currency board exchange rate commitment. It assumes flexible prices and a banking system that provides credit to entrepreneurial household-firms; the money supply is fully backed by reserves...
Persistent link: https://ebtypo.dmz1.zbw/10012591874
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Asymmetric monetary policy rules for the euro area and the US
Maih, Junior; Mazelis, Falk; Motto, Roberto; … - 2021
We analyse the implications of asymmetric monetary policy rules by estimating Markovswitching DSGE models for the euro area (EA) and the US. The estimations show that until mid-2014 the ECB's response to in ation was more forceful when in ation was above 2% than below 2%. Since then, the ECB's...
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Persistent link: https://ebtypo.dmz1.zbw/10012617047
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Financial stability and monetary policy reaction : evidence from the GCC countries
Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012617970
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Taylor rule estimation by OLS
Carvalho, Carlos Viana de; Eusepi, Stefano; Mönch, Emanuel - 2021
Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as in ation and the output gap, which are endogenous to monetary policy shocks. Endogeneity implies a...
Persistent link: https://ebtypo.dmz1.zbw/10012604681
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Application of Taylor rule fundamentals in forecasting exchange rates
Agyapong, Joseph - In: Economies : open access journal 9 (2021) 2, pp. 1-27
This paper examines the effectiveness of the Taylor rule in contemporary times by investigating the exchange rate forecastability of selected four Organisation for Economic Co-operation and Development (OECD) member countries vis-à-vis the U.S. It employs various Taylor rule models with a...
Persistent link: https://ebtypo.dmz1.zbw/10012548336
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Communicating monetary policy rules
Davig, Troy; Foerster, Andrew - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012548634
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Exchange rate parities and taylor rule deviations
Anderl, Christina; Caporale, Guglielmo Maria - 2021
This paper investigates the PPP and UIP conditions by taking into account possible nonlinearities as well as the role of Taylor rule deviations under alternative monetary policy frameworks. The analysis is conducted using monthly data from January 1993 to December 2020 for five...
Persistent link: https://ebtypo.dmz1.zbw/10012491545
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The communication reaction function of the European Central Bank: an analysis using topic modelling
Alfieri, Luca; Gabrielyan, Diana - 2021
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Persistent link: https://ebtypo.dmz1.zbw/10012792298
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Simple monetary rules : many strengths and few weaknesses
Taylor, John B. - In: European journal of law and economics 52 (2021) 2/3, pp. 267-283
Persistent link: https://ebtypo.dmz1.zbw/10012795189
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Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule
Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics / Journal articles : the open-access, … 15 (2021) 1, pp. 150-162
This article provides an estimation method to decompose monetary policy innovations into persistent and transitory components using the nonlinear Taylor rule proposed in Andolfatto, Hendry, and Moran (2008) [Are inflation expectations rational? Journal of Monetary Economics , 55 , 406-422]. To...
Persistent link: https://ebtypo.dmz1.zbw/10012887149
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Forecasting FOMC forecasts
Kalfa, S. Yanki; Marquez, Jaime R. - In: Econometrics : open access journal 9 (2021) 3, pp. 1-20
(Hendry 1980, p. 403) The three golden rules of econometrics are "test, test, and test". The current paper applies that approach to model the forecasts of the Federal Open Market Committee over 1992-2019 and to forecast those forecasts themselves. Monetary policy is forward-looking, and as part...
Persistent link: https://ebtypo.dmz1.zbw/10012642416
Saved in:
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Central banks' response to inflation, output gap, and exchange rate in Nigeria and South Africah
Vincent, Olusegun - In: Cogent business & management 8 (2021) 1, pp. 1-12
In Africa, a number of countries like South Africa have adopted inflation targeting. In Nigeria, different monetary policy regimes have been adopted over the years with rather unsatisfactory success. This study examines inflation targeting in Nigeria and South Africa, using fully modified least...
Persistent link: https://ebtypo.dmz1.zbw/10012628924
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Estimating bank of Ghana's policy responses in the context of Taylor rule : is the inflation target realistic?
Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Cogent economics & finance 9 (2021) 1, pp. 1-18
Although literature acknowledges the nonlinearity in monetary policy behaviour of central banks, the appropriateness of the models used to capture the nonlinearity remains questionable. Moreover, the paucity of research on nonlinear monetary policy rules in the context of Africa and Ghana in...
Persistent link: https://ebtypo.dmz1.zbw/10013184453
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Hopf bifurcation from new-Keynesian Taylor rule to Ramsey optimal policy
Chatelain, Jean-Bernard; Ralf, Kirsten - In: Macroeconomic dynamics 25 (2021) 8, pp. 2204-2236
Persistent link: https://ebtypo.dmz1.zbw/10012704954
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Estimates of the natural rate of interest and the stance of monetary policies : a critical assessment
Levrero, Enrico Sergio - In: International journal of political economy : a journal … 50 (2021) 1, pp. 5-27
Persistent link: https://ebtypo.dmz1.zbw/10012513954
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