Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed

Author:

Gnabo Jean-Yves,Moccero Diego Nicolas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference57 articles.

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2. Andrade, P., Ghysels, E., Idier, J., 2011. Tails of Inflation Forecasts and Tales of Monetary Policy (Unpublished Manuscript).

3. On the optimal monetary policy response to noisy indicators;Aoki;Journal of Monetary Economics,2003

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5. Time-varying monetary-policy rules and financial stress: does financial instability matter for monetary policy?;Baxa;Journal of Financial Stability,2013

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2. Identifying a robust policy rule for the Fed's response to financial stress;International Journal of Finance & Economics;2019-11-04

3. Risk management-driven policy rate gap;Economics Letters;2018-10

4. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation;Journal of Economic Dynamics and Control;2018-08

5. Regional banking instability and FOMC voting;Journal of Banking & Finance;2018-02

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