Potential ECB reaction functions with time-varying parameters: an assessment-Reference-Cited by-同舟云学术

Potential ECB reaction functions with time-varying parameters: an assessment

Published:2017-10-13 Issue:4 Volume:55 Page:1425-1473
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Rivolta Giulia

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00181-017-1337-z/fulltext.html

Reference76 articles.

1. Adam K, Billi RM (2006) Optimal monetary policy under commitment with a zero bound on nominal interest rates. J Money Credit Bank 38(7):1877–1905

2. Assenmacher-Wesche K (2006) Estimating central bank’s preferences from a time-varying empirical reaction function. Eur Econ Rev 50:1951–1974

3. Bagliano F, Morana C (2010) The effects of US economic and financial crises on euro area convergence. CeRP working paper 99, Center for Research on Pension and Welfare Policies, Turin

4. Barsky R, Justinano A, Melosi L (2014) The natural interest rate and its usefulness for monetary policy. Am Econ Rev Pap Proc 104(5):37–43

5. Benchimol J (2014) Risk aversion in the Eurozone. Res Econ 68:39–56

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The communication reaction function of the European Central Bank. An analysis using topic modelling;Baltic Journal of Economics;2024-01-02

2. Economic forecasting with an agent-based model;European Economic Review;2023-01

3. A computational algorithm to analyze unobserved sequential reactions of the central banks: inference on complex lead–lag relationship in evolution of policy stances;Journal of Computational Social Science;2019-08-03