Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions-Reference-Cited by-同舟云学术

Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions

Published:2008-05-27 Issue:1-2 Volume:32 Page:183-198
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Casellina Simone,Uberti Mariacristina

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s10614-008-9136-4.pdf

Reference34 articles.

1. Ball, L. (1997). Efficient rules for monetary policy. NBER WP5952, MA: National Bureau of Economic Research, Inc.

2. Ball, L. (1999). Policy rules for open economies. Reserve Bank of Australia Research Discussion Paper 9806.

3. Barro R.J. and Gordon D.B. (1983). Rules, discretion and reputation in a model of monetary policy. Journal of Monetary Economics 12: 101–121

4. Bernanke B.S. and Blinder A.S. (1992). The federal funds rate and the channels of monetary transmission. American Economic Review, American Economic Association 82(4): 901–921

5. Bruggemann, R., & Lutkepohl, H. (2005). Uncovered interest parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe. EUI WP 8.

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