Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Boivin, J., 2001. The Fed's conduct of monetary policy: has it changed and does it matter? Working Paper, Graduate School of Business, Columbia University.
2. Boivin, J., 2006. Has U.S. monetary policy changed? Evidence from drifting coefficients and real-time data. Journal of Money, Credit, and Banking 38 (5), 1149–1179.
3. Clarida, C., Gali, J., Gertler, M., 2000. Monetary policy rules and macroeconomic stability: evidence and some theory. Quarterly Journal of Economics, February, 147–180.
4. Cogley, T., Sargent, T., 2001. Evolving post World War II U.S. inflation. NBER Macroeconomics Annual, vol. 16.
5. Cogley, T., Sargent, T., 2003. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S. Working Paper, New York University.
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