Real-Time Model Uncertainty in the United States: The Fed from 1996-2003
暂无分享,去创建一个
[1] Kevin L. Kliesen,et al. Productivity Measurement and Monetary Policymaking During the 1990s , 2005 .
[2] A. Atkeson,et al. Are Phillips Curves Useful for Forecasting Inflation , 2001 .
[3] M. Woodford,et al. Indicator Variables for Optimal Policy , 2000, SSRN Electronic Journal.
[4] Warwick McKibbin,et al. A comparison of some basic monetary policy regimes for open economies: implications of different degrees of instrument adjustment and wage persistence , 1993 .
[5] Lawrence J. Christiano,et al. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy , 2001, Journal of Political Economy.
[6] Sunghyun Kim,et al. Spurious Welfare Reversals in International Business Cycle Models , 2000 .
[7] J. S. Santos Silva,et al. Measuring the Importance of the Uniform Nonsynchronization Hypothesis , 2006, SSRN Electronic Journal.
[8] S. Manganelli. A New Theory of Forecasting , 2006, SSRN Electronic Journal.
[9] Athanasios Orphanides. Monetary policy rules based on real-time data , 2001 .
[10] R. Farmer,et al. A Method to Generate Structural Impulse-Responses for Measuring the Effects of Shocks in Structural Macro Models , 2006, SSRN Electronic Journal.
[11] Dean Croushore,et al. A real-time data set for macroeconomists , 2001 .
[12] Lars E. O. Svensson. Inflation Targeting: Should it Be Modeled as an Instrument Rule or a Targeting Rule? , 2002 .
[13] Guido Schwerdt,et al. Growth in Euro Area Labour Quality , 2006, SSRN Electronic Journal.
[14] Marc P. Giannoni,et al. DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL , 2002, Macroeconomic Dynamics.
[15] W. Buiter. The Elusive Welfare Economics of Price Stability as a Monetary Policy Objective: Why New Keynesian Central Bankers Should Validate Core Inflation , 2006, SSRN Electronic Journal.
[16] Stephen D. Oliner,et al. The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? , 2000 .
[17] D. Reifschneider,et al. Aggregate disturbances, monetary policy, and the macroeconomy: the FRB/US perspective , 1999 .
[18] Luigi Pistaferri,et al. Information, Habits, and Consumption Behavior: Evidence from Micro Data , 2006, SSRN Electronic Journal.
[19] Shocks and Government Beliefs: The Rise and Fall of American Inflation , 2006 .
[20] David M. Kreps. Frontiers of Research in Economic Theory: Anticipated Utility and Dynamic Choice (1997) , 1998 .
[21] Athanasios Orphanides,et al. The Unreliability of Output-Gap Estimates in Real Time , 2002, Review of Economics and Statistics.
[22] Livio Stracca. A Speed Limit Monetary Policy Rule for the Euro Area , 2006, SSRN Electronic Journal.
[23] T. Sargent,et al. Discounted linear exponential quadratic Gaussian control , 1995, IEEE Trans. Autom. Control..
[24] M. Sánchez. How Does Information Affect the Comovement between Interest Rates and Exchange Rates? , 2006, SSRN Electronic Journal.
[25] D. Reifschneider,et al. The role of expectations in the FRB/US macroeconomic model , 1997 .
[26] F. Terribile,et al. Asset Prices and Monetary Policy , 1998 .
[27] A. Schabert,et al. Distortionary Taxation, Debt, and the Price Level , 2006, SSRN Electronic Journal.
[28] R. Tetlow,et al. Robustifying Learnability , 2005 .
[29] Bennett T. McCallum,et al. Robustness properties of a rule for monetary policy , 1988 .
[30] António Afonso,et al. Excess Burden and the Cost of Inefficiency in Public Services Provision , 2006, SSRN Electronic Journal.
[31] P. Michel,et al. Debt Stabilizing Fiscal Rules , 2006, SSRN Electronic Journal.
[32] Christoffer Kok,et al. Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison , 2006, SSRN Electronic Journal.
[33] Peter Tulip,et al. Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy , 2005 .
[34] Glenn D. Rudebusch. Is the Fed Too Timid? Monetary Policy in an Uncertain World , 2001, Review of Economics and Statistics.
[35] Allen S. Mandel. Comment … , 1978, British heart journal.
[36] P. Tinsley,et al. A guide to FRB/US: a macroeconomic model of the United States , 1996 .
[37] J. DeLong,et al. America's Peacetime Inflation: The 1970s , 1997 .
[38] Volker Wieland,et al. Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence , 1999 .
[39] Brian P. Sack,et al. Does the Fed act gradually? a VAR analysis , 1998 .
[40] C. Sims,et al. Were there Regime Switches in U.S. Monetary Policy , 2006 .
[41] D. Giannone,et al. Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it? , 2006, SSRN Electronic Journal.
[42] Ana E. Lamo,et al. Are Specific Skills an Obstacle to Labour Market Adjustment? Theory and an Application to the EU Enlargement , 2006 .
[43] A. Felix,et al. FEDERAL RESERVE BANK OF KANSAS CITY , 1999 .
[44] Ramón Gómez-Salvador. Job Flow Dynamics and Firing Restrictions: Evidence from Europe , 2004 .
[45] Brian Ironside,et al. Real-time model uncertainty in the United States: the Fed from 1996-2003 , 2005 .
[46] F. Mongelli,et al. What Effects is Emu Having on the Euro Area and its Member Countries? An Overview , 2006, Social Science Research Network.
[47] Alexei Onatski,et al. Robust Monetary Policy under Model Uncertainty : Incorporating Rational Expectations , 2002 .
[48] Michael Ehrmann. Inflation Developments and Perceptions after the Euro Cash Changeover , 2006 .
[49] W. C. Hunter,et al. Asset price bubbles : the implications for monetary, regulatory, and international policies , 2005 .
[50] Stephen D. Oliner,et al. Computers and Output Growth Revisited: How Big Is the Puzzle? , 1994 .
[51] Luc Aucremanne,et al. Price Setting and Inflation Persistence: Did Emu Matter? , 2006, SSRN Electronic Journal.
[52] Athanasios Orphanides. Historical monetary policy analysis and the Taylor rule , 2003 .
[53] A. Onatski,et al. Modeling Model Uncertainty , 2002, SSRN Electronic Journal.
[54] B. Bernanke,et al. Monetary Policy and Asset Price Volatility , 2000 .
[55] Volker Wieland,et al. The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty , 2001, SSRN Electronic Journal.
[56] R. Tetlow,et al. Robust Monetary Policy with Misspecified Models: Does Model Uncertainty Always Call for Attenuated Policy? , 2000 .
[57] Andrew T. Levin,et al. Robust Monetary Policy with Competing Reference Models , 2003 .
[58] D. Hendry,et al. Forecasting Economic Aggregates by Disaggregates , 2006, SSRN Electronic Journal.
[59] Julio J. Rotemberg,et al. An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy , 1997, NBER Macroeconomics Annual.
[60] Anindya Banerjee,et al. Cointegration in Panel Data with Breaks and Cross-Section Dependence , 2006, SSRN Electronic Journal.
[61] The Evolution of Macro Models at the Federal Reserve Board , 1997 .
[62] Peter Hördahl,et al. The Impact of the Euro on Financial Markets , 2006, SSRN Electronic Journal.
[63] R. Tetlow,et al. Avoiding Nash Inflation: Bayesian and Robust Responses to Model Uncertainty , 2002 .
[64] D. Romer,et al. Federal Reserve Information and the Behavior of Interest Rates , 2000 .
[65] S. Kozicki,et al. Shifting endpoints in the term structure of interest rates , 2001 .
[66] John C. Williams,et al. Simple Rules for Monetary Policy , 1999 .
[67] Ben S. Bernanke,et al. Should Central Banks Respond to Movements in Asset Prices , 2001 .
[68] Timothy Cogley,et al. The Conquest of U.S. Inflation: Learning and Robustness to Model Uncertainty , 2005, SSRN Electronic Journal.
[69] Fabio Canova,et al. Back to Square One: Identification Issues in DSGE Models , 2009, SSRN Electronic Journal.
[70] Paolo Surico,et al. (Un)Predictability and Macroeconomic Stability , 2006, SSRN Electronic Journal.
[71] L. Meyer. A Term at the Fed: An Insider's View , 2004 .
[72] M. Hoeberichts,et al. Price Setting Behaviour in the Netherlands: Results of a Survey , 2006, SSRN Electronic Journal.
[73] A. Razin,et al. Flattened Inflation-Output Tradeoff and Enhanced Anti-Inflation Policy as an Equilibrium Outcome of Globalization , 2007 .
[74] Richard D. Porter,et al. Errors in the measurement of the output gap and the design of monetary policy , 1999 .
[75] A. Calza,et al. Non-Linear Dynamics in the Euro Area Demand for M1 , 2006, SSRN Electronic Journal.
[76] Florin O. Bilbiie,et al. What Accounts for the Changes in U.S. Fiscal Policy Transmission? , 2006, SSRN Electronic Journal.
[77] Mark W. Watson,et al. Prices , Wages and the U . S . NAIRU in the 1990 s January , 2001 .
[78] L. Rinaldi,et al. Household Debt Sustainability: What Explains Household Non-Performing Loans? An Empirical Analysis , 2006, SSRN Electronic Journal.
[79] Stephen G. Cecchetti. Asset prices and central bank policy , 2000 .
[80] Fabio Canova,et al. Estimating Multi-Country VAR Models , 2006, SSRN Electronic Journal.
[81] T. Peltonen,et al. Are Emerging Market Currency Crises Predictable? - a Test , 2006, SSRN Electronic Journal.
[82] Athanasios Orphanides. Monetary policy evaluation with noisy information , 2003 .
[83] John M. Roberts. Monetary Policy and Inflation Dynamics , 2004 .
[84] Robert J. Tetlow,et al. Robust Monetary Policy With Misspecified Models: Does Model Uncertainty Always Call For Attenuated Policy? , 2001 .
[85] A. Harvey,et al. Inflation Convergence and Divergence within the European Monetary Union , 2006 .
[86] F. Boissay,et al. Credit Chains and the Propagation of Financial Distress , 2006, SSRN Electronic Journal.
[87] Helge Berger,et al. Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography , 2006, SSRN Electronic Journal.
[88] Uwe Böwer,et al. Determinants of Business Cycle Synchronisation Across Euro Area Countries , 2006, SSRN Electronic Journal.
[89] John B. Taylor. Discretion versus policy rules in practice , 1993 .
[90] G. Langenus,et al. A Disaggregated Framework for the Analysis of Structural Developments in Public Finances , 2006, SSRN Electronic Journal.
[91] Charles M. Kahn,et al. THE SOLUTION OF LINEAR DIFFERENCE MODELS UNDER RATIONAL EXPECTATIONS , 1980 .
[92] Andrew T. Levin,et al. The Evolution of Macro Models at the Federal Reserve Board , 1997 .
[93] Lars Peter Hansen,et al. Robust control of forward-looking models , 2003 .