Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap-Reference-Cited by-同舟云学术

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Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Apel Mikael,Jansson Per

Publisher

Elsevier BV

Reference5 articles.

1. Taylor rules, omitted variables, and interest rate smoothing in the US;E Castelnuovo;Economics Letters,2003

2. Interpreting the significance of the lagged interest rate in estimated monetary policy rules;W B English;Contributions to Macroeconomics,2003

3. Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?

4. Term structure evidence on interest rate smoothing and monetary policy inertia;G D Rudebusch;Journal of Monetary Economics,2002

5. Output gap uncertainty: Does it matter for the Taylor rule?;F Smets;Empirical Economics,2002

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1. Quantum Technology for Economists;SSRN Electronic Journal;2020

2. QUANTIFYING THE EUROPEAN CENTRAL BANK'S INTEREST RATE SMOOTHING BEHAVIOR*;The Manchester School;2012-09-27

3. Introducing Financial Frictions and Unemployment into a Small Open Economy Model;SSRN Electronic Journal;2011

4. Quantifying the ECB’s Interest Rate Smoothing Behavior;SSRN Electronic Journal;2011

5. Bayesian Forecast Combination for VAR Models;SSRN Electronic Journal;2007

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