메뉴 건너뛰기




Volumn 37, Issue 4, 2004, Pages 978-998

The performance and robustness of simple monetary policy rules in models of the Canadian economy

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; INFLATION; INTEREST RATE; MONETARY POLICY; NATIONAL ECONOMY;

EID: 10044242740     PISSN: 00084085     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0008-4085.2004.00256.x     Document Type: Article
Times cited : (11)

References (27)
  • 1
    • 10044239123 scopus 로고    scopus 로고
    • More evidence on the robustness of the Taylor rule
    • mimeo, Bank of Canada
    • Amano, Robert (1998) 'More evidence on the robustness of the Taylor rule,' mimeo, Bank of Canada
    • (1998)
    • Amano, R.1
  • 2
    • 10044232618 scopus 로고    scopus 로고
    • Taylor rules in the quarterly projection model
    • Bank of Canada Working Paper No. 20021
    • Armour, Jamie, Ben S.C. Fung, and Dinah Maclean (2002) 'Taylor rules in the quarterly projection model,' Bank of Canada Working Paper No. 20021
    • (2002)
    • Armour, J.1    Fung, B.S.C.2    MaClean, D.3
  • 3
    • 0003039020 scopus 로고    scopus 로고
    • Policy rules for open economies
    • ed. J.B. Taylor (Chicago: University of Chicago Press)
    • Ball, Laurence (1999) 'Policy rules for open economies,' in Monetary Policy Rules, ed. J.B. Taylor (Chicago: University of Chicago Press)
    • (1999) Monetary Policy Rules
    • Ball, L.1
  • 4
    • 0010631558 scopus 로고    scopus 로고
    • Taylor rules in a limited participation model
    • Federal Reserve Bank of Cleveland Working Paper No. 9902
    • Christiano, Lawrence J., and Christopher J. Gust (1999) 'Taylor rules in a limited participation model,' Federal Reserve Bank of Cleveland Working Paper No. 9902
    • (1999)
    • Christiano, L.J.1    Gust, C.J.2
  • 5
    • 10044286938 scopus 로고    scopus 로고
    • Simple rules in the M1-VECM
    • mimeo, Bank of Canada
    • Côté, Denise, and Jean-Paul Lam (2001) 'Simple rules in the M1-VECM,' mimeo, Bank of Canada
    • (2001)
    • Côté, D.1    Lam, J.-P.2
  • 6
    • 10044281401 scopus 로고    scopus 로고
    • The performance and robustness of simple monetary policy rules in models of the Canadian economy
    • Technical Report No. 92, Ottawa, Bank of Canada
    • Côté, Denise, John Kuszczak, Jean-Paul Lam, Ying Liu, and Pierre St-Amant (2003) 'The performance and robustness of simple monetary policy rules in models of the Canadian economy,' Technical Report No. 92, Ottawa, Bank of Canada
    • (2003)
    • Côté, D.1    Kuszczak, J.2    Lam, J.-P.3    Liu, Y.4    St-Amant, P.5
  • 7
    • 10044282809 scopus 로고    scopus 로고
    • A comparison of twelve macroeconomic models of the Canadian economy
    • Technical Report No. 94, Ottawa, Bank of Canada
    • Côté, Denise, John Kuszczak, Jean-Paul Lam, Ying Liu, and Pierre St-Amant (2003) 'A comparison of twelve macroeconomic models of the Canadian economy,' Technical Report No. 94, Ottawa, Bank of Canada
    • (2003)
    • Côté, D.1    Kuszczak, J.2    Lam, J.-P.3    Liu, Y.4    St-Amant, P.5
  • 8
    • 0042996000 scopus 로고    scopus 로고
    • Shocks affecting Canada and the United States and the flexible exchange rate's contribution to macroeconomic adjustment
    • Proceedings of a Conference Held by the Bank of Canada, November 2000 (Ottawa: Bank of Canada)
    • Djoudad, Ramdane, Céline Gauthier, and Pierre St-Amant (2001) 'Shocks affecting Canada and the United States and the flexible exchange rate's contribution to macroeconomic adjustment,' in Revisiting the Case for Flexible Exchange Rates. Proceedings of a conference held by the Bank of Canada, November 2000 (Ottawa: Bank of Canada)
    • (2001) Revisiting the Case for Flexible Exchange Rates
    • Djoudad, R.1    Gauthier, C.2    St-Amant, P.3
  • 9
    • 0141812793 scopus 로고    scopus 로고
    • The role of chartists and fundamentalists in currency markets: The experience of Australia, Canada and New Zealand
    • Proceedings of a Conference Held by the Bank of Canada, November 2000 (Ottawa: Bank of Canada)
    • Djoudad, Ramdane, John Murray, Tracy Chan, and Jason Daw (2001) 'The role of chartists and fundamentalists in currency markets: the experience of Australia, Canada and New Zealand,' In Revisiting the Case for Flexible Exchange Rates. Proceedings of a Conference Held by the Bank of Canada, November 2000 (Ottawa: Bank of Canada)
    • (2001) Revisiting the Case for Flexible Exchange Rates
    • Djoudad, R.1    Murray, J.2    Chan, T.3    Daw, J.4
  • 10
    • 10044248136 scopus 로고    scopus 로고
    • Open economy in a liquidity effect model
    • Bank of Canada Working Paper No. 2003-38
    • Hendry, Scott, Wai-Ming Ho, and Kevin Moran (2003) 'Open economy in a liquidity effect model,' Bank of Canada Working Paper No. 2003-38
    • (2003)
    • Hendry, S.1    Ho, W.-M.2    Moran, K.3
  • 11
    • 2442608211 scopus 로고    scopus 로고
    • The Taylor rule: Is it a useful guide to understanding monetary policy?
    • Hetzel, Robert L. (2000) 'The Taylor rule: is it a useful guide to understanding monetary policy?' Federal Reserve Bank of Richmond Economic Quarterly 86, 133
    • (2000) Federal Reserve Bank of Richmond Economic Quarterly , vol.86 , pp. 133
    • Hetzel, R.L.1
  • 12
    • 7244259954 scopus 로고    scopus 로고
    • Monetary policy rules in practice: Evidence from New Zealand
    • Bank of Finland Discussion Papers 18/2001
    • Huang A, Dimitri Margaritis, and David Mayes (2001) 'Monetary policy rules in practice: evidence from New Zealand,' Bank of Finland Discussion Papers 18/2001
    • (2001)
    • Huang, A.1    Margaritis, D.2    Mayes, D.3
  • 13
    • 10044280207 scopus 로고    scopus 로고
    • Alternative targeting regimes, transmission lags, and the exchange rate channel
    • Bank of Canada Working Paper No. 2003-3
    • Lam, Jean-Paul (2003) 'Alternative targeting regimes, transmission lags, and the exchange rate channel,' Bank of Canada Working Paper No. 2003-3
    • (2003)
    • Lam, J.-P.1
  • 14
    • 0003980787 scopus 로고    scopus 로고
    • MULTIMOD Mark III: The core dynamic and steady-state models
    • IMF Occasional Paper No. 164
    • Laxton, Douglas, Peter Isard, Hamid Faruqee, Eswar Prasad, and Bart Turtelboom (1998) 'MULTIMOD Mark III: the core dynamic and steady-state models,' IMF Occasional Paper No. 164
    • (1998)
    • Laxton, D.1    Isard, P.2    Faruqee, H.3    Prasad, E.4    Turtelboom, B.5
  • 17
    • 0000695088 scopus 로고    scopus 로고
    • Robustness of simple monetary policy rules under model uncertainty
    • ed. J.B. Taylor (Chicago: University of Chicago Press)
    • Levin, Andrew, Volker Wieland, and John C. Williams. (1999) 'Robustness of simple monetary policy rules under model uncertainty,' in Monetary Policy Rules, ed. J.B. Taylor (Chicago: University of Chicago Press)
    • (1999) Monetary Policy Rules
    • Levin, A.1    Wieland, V.2    Williams, J.C.3
  • 18
    • 77956767349 scopus 로고    scopus 로고
    • Issues in the design of monetary policy rules
    • ed. J.B. Taylor and M. Woodford, (Amsterdam: North-Holland)
    • McCallum, Bennett T. (1999) 'Issues in the design of monetary policy rules,' In Handbook of Macroeconomics, Vol. 1C, ed. J.B. Taylor and M. Woodford, (Amsterdam: North-Holland)
    • (1999) Handbook of Macroeconomics , vol.1 C
    • McCallum, B.T.1
  • 19
    • 10044279021 scopus 로고    scopus 로고
    • NAOMI - A new quarterly forecasting model, part II: A guide to Canadian NAOMI
    • Department of Finance Canada Working Paper No. 200125
    • Murchison, Stephen. (2001) 'NAOMI - a new quarterly forecasting model, Part II: a guide to Canadian NAOMI,' Department of Finance Canada Working Paper No. 200125
    • (2001)
    • Murchison, S.1
  • 20
    • 2542573392 scopus 로고    scopus 로고
    • A review of monetary policy rules
    • John B. Taylor, ed
    • Sims, Christopher. (2001) A review of Monetary Policy Rules John B. Taylor, ed., Journal of Economic Literature 39, 562-6
    • (2001) Journal of Economic Literature , vol.39 , pp. 562-566
    • Sims, C.1
  • 21
    • 10044276695 scopus 로고    scopus 로고
    • Some notes on monetary policy rules with uncertainty
    • Bank of Canada Working Paper No. 2003-16
    • Srour, Gabriel (2003) 'Some notes on monetary policy rules with uncertainty,' Bank of Canada Working Paper No. 2003-16
    • (2003)
    • Srour, G.1
  • 22
    • 0033147687 scopus 로고    scopus 로고
    • Inflation targeting as a monetary policy rule
    • Svensson, Lars E.O. (1999) 'Inflation targeting as a monetary policy rule,' Journal of Monetary Economics 43, 607-54
    • (1999) Journal of Monetary Economics , vol.43 , pp. 607-654
    • Svensson, L.E.O.1
  • 24
    • 0042225083 scopus 로고    scopus 로고
    • What is wrong with Taylor rules? Using judgment in monetary policy through targeting rules
    • Svensson, Lars E.O. (2003) 'What is wrong with Taylor rules? Using judgment in monetary policy through targeting rules,' Journal of Economic Literature 41, 426-77
    • (2003) Journal of Economic Literature , vol.41 , pp. 426-477
    • Svensson, L.E.O.1
  • 26
    • 0033149338 scopus 로고    scopus 로고
    • The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European Central Bank
    • Taylor, John B. (1999) 'The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European Central Bank,' Journal of Monetary Economics 43, 655-79
    • (1999) Journal of Monetary Economics , vol.43 , pp. 655-679
    • Taylor, J.B.1
  • 27
    • 0002226668 scopus 로고    scopus 로고
    • The role of the exchange rate in monetary-policy rules
    • Taylor, John B. (2001) 'The role of the exchange rate in monetary-policy rules,' American Economic Review 91, 263-7
    • (2001) American Economic Review , vol.91 , pp. 263-267
    • Taylor, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.