QUANTIFYING THE EUROPEAN CENTRAL BANK'S INTEREST RATE SMOOTHING BEHAVIOR*
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9957.2012.02296.x/fullpdf
Reference51 articles.
1. ‘On the Optimal Monetary Policy Response to Noisy Indicators’;Aoki;Journal of Monetary Economics,2003
2. Apel , M. Jansson , P. 2005 ‘Some Further Evidence on Interest-rate Smoothing: the Role of Measurement Errors in the Output Gap’
3. Baum , C. F. Schaffer , M. E. Stillman , S. 2007 ‘Enhanced Routines for Instrumental Variables/GMM Estimation and Testing’
4. ‘How the ECB and the US Fed Set Interest Rates’;Belke;Applied Economics,2007
5. ‘Monetary Policy Inertia or Persistent Shocks: a DSGE Analysis’;Carrillo;International Journal of Central Banking,2007
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