Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule

Author:

Siklos Pierre L.,Bohl Martin T.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference65 articles.

1. Anderson H, Dungey M, Osborn D, Vahid F (2006) Constructing historical euro area data. working paper, April.

2. Andrews D (1999) Consistent moment selection procedures for generalized method of moments estimation. Econometrica 67:543–564

3. Bernanke BS (2004) What policymakers can learn from asset prices. Remarks before the Investment Analysts Society of Chicago, available at: http://www.federalreserve.gov

4. Bernanke BS (2005) Implementing monetary policy. Remarks at the Redefining Investment Strategy Education Symposium, Dayton, available at: http://www.federalreserve.gov

5. Bernanke BS, Gertler M (1999) Monetary policy and asset price volatility. Economic Review, Federal Reserve Bank of Kansas City (Fourth Quarter), 17–51

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