메뉴 건너뛰기




Volumn 8, Issue 2 SPEC. ISS., 2005, Pages 392-419

Learning and monetary policy shifts

Author keywords

Bayesian econometrics; Learning; Monetary DSGE models

Indexed keywords


EID: 16244408036     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2005.01.001     Document Type: Article
Times cited : (121)

References (29)
  • 1
    • 2542441631 scopus 로고    scopus 로고
    • Inflation expectations and learning about monetary policy
    • Manuscript. Bank of Canada
    • Andolfatto D. Moran K. Hendry S. 2002 Inflation expectations and learning about monetary policy. Manuscript. Bank of Canada
    • (2002)
    • Andolfatto, D.1    Moran, K.2    Hendry, S.3
  • 3
    • 48749143178 scopus 로고
    • Staggered prices in a utility maximizing framework
    • G.A. Calvo Staggered prices in a utility maximizing framework Journal of Monetary Economics 12 1983 382-398
    • (1983) Journal of Monetary Economics , vol.12 , pp. 382-398
    • Calvo, G.A.1
  • 4
    • 0006260747 scopus 로고    scopus 로고
    • Monetary policy rules and macroeconomic stability: Evidence and some theory
    • R. Clarida J. Galí M. Gertler Monetary policy rules and macroeconomic stability: Evidence and some theory Quarterly Journal of Economics 115 1 2000 147-180
    • (2000) Quarterly Journal of Economics , vol.115 , Issue.1 , pp. 147-180
    • Clarida, R.1    Galí, J.2    Gertler, M.3
  • 5
    • 16244383736 scopus 로고    scopus 로고
    • The conquest of US inflation: Learning and robustness to model uncertainty
    • Manuscript. Department of Economics, New York University
    • Cogley T. Sargent T.J. 2004 The conquest of US inflation: Learning and robustness to model uncertainty. Manuscript. Department of Economics, New York University
    • (2004)
    • Cogley, T.1    Sargent, T.J.2
  • 8
    • 0037905666 scopus 로고    scopus 로고
    • Imperfect credibility and inflation persistence
    • J. Erceg A.T. Levin Imperfect credibility and inflation persistence Journal of Monetary Economics 50 2003 915-944
    • (2003) Journal of Monetary Economics , vol.50 , pp. 915-944
    • Erceg, J.1    Levin, A.T.2
  • 9
    • 4344674571 scopus 로고    scopus 로고
    • Estimating nonlinear dynamic equilibrium economies: A likelihood approach
    • Manuscript. Department of Economics, University of Pennsylvania
    • Fernandez-Villaverde J. Rubio-Ramirez J. 2002 Estimating nonlinear dynamic equilibrium economies: A likelihood approach. Manuscript. Department of Economics, University of Pennsylvania
    • (2002)
    • Fernandez-Villaverde, J.1    Rubio-Ramirez, J.2
  • 10
    • 0033211941 scopus 로고    scopus 로고
    • Inflation dynamics: A structural econometric analysis
    • J. Galí M. Gertler Inflation dynamics: A structural econometric analysis Journal of Monetary Economics 44 2 1999 195-222
    • (1999) Journal of Monetary Economics , vol.44 , Issue.2 , pp. 195-222
    • Galí, J.1    Gertler, M.2
  • 11
    • 85071345140 scopus 로고    scopus 로고
    • Using simulation methods for Bayesian econometric models: Inference, development, and communication
    • J.F. Geweke Using simulation methods for Bayesian econometric models: inference, development, and communication Econometric Reviews 18 1999 1-126
    • (1999) Econometric Reviews , vol.18 , pp. 1-126
    • Geweke, J.F.1
  • 13
    • 0002634803 scopus 로고
    • Dynamic linear models with Markov-switching
    • C.-J. Kim Dynamic linear models with Markov-switching Journal of Econometrics 60 1994 1-22
    • (1994) Journal of Econometrics , vol.60 , pp. 1-22
    • Kim, C.-J.1
  • 15
    • 0006178565 scopus 로고    scopus 로고
    • Shifting endpoints in the term structure of interest rates
    • S. Kozicki P.A. Tinsley Shifting endpoints in the term structure of interest rates Journal of Monetary Economics 47 2001 613-652
    • (2001) Journal of Monetary Economics , vol.47 , pp. 613-652
    • Kozicki, S.1    Tinsley, P.A.2
  • 17
    • 2442527511 scopus 로고    scopus 로고
    • Testing for indeterminacy in linear rational expectations models
    • T. Lubik F. Schorfheide Testing for indeterminacy in linear rational expectations models American Economic Review 94 2004 190-217
    • (2004) American Economic Review , vol.94 , pp. 190-217
    • Lubik, T.1    Schorfheide, F.2
  • 18
    • 58149405892 scopus 로고
    • Econometric policy evaluation: A critique
    • K. Brunner A.H. Meltzer (Eds.) North-Holland Amsterdam
    • R.E. Lucas Econometric policy evaluation: A critique In: K. Brunner A.H. Meltzer (Eds.) Carnegie Rochester Conference Series on Public Policy vol. 1 1976 North-Holland Amsterdam 104-130
    • (1976) Carnegie Rochester Conference Series on Public Policy , vol.1 , pp. 104-130
    • Lucas, R.E.1
  • 19
    • 2442455826 scopus 로고    scopus 로고
    • Activist stabilization policy and inflation: The Taylor Rule in the 1970s
    • A. Orphanides Activist stabilization policy and inflation: The Taylor Rule in the 1970s Journal of Money, Credit, and Banking 36 2004 151-176
    • (2004) Journal of Money, Credit, and Banking , vol.36 , pp. 151-176
    • Orphanides, A.1
  • 20
    • 33645061817 scopus 로고    scopus 로고
    • Why inflation rose and fell: Policymakers' beliefs and postwar stabilization policy
    • Manuscript. Department of Economics, Northwestern University
    • Primiceri G. 2004 Why inflation rose and fell: Policymakers' beliefs and postwar stabilization policy. Manuscript. Department of Economics, Northwestern University
    • (2004)
    • Primiceri, G.1
  • 22
    • 0034557056 scopus 로고    scopus 로고
    • Loss function-based evaluation of DSGE models
    • F. Schorfheide Loss function-based evaluation of DSGE models Journal of Applied Econometrics 15 2000 645-670
    • (2000) Journal of Applied Econometrics , vol.15 , pp. 645-670
    • Schorfheide, F.1
  • 23
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • G. Schwarz Estimating the dimension of a model Annals of Statistics 6 1978 461-464
    • (1978) Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 24
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • C.A. Sims Macroeconomics and reality Econometrica 48 1980 1-48
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1
  • 26
    • 0008227422 scopus 로고    scopus 로고
    • Drift and breaks in monetary policy
    • Manuscript. Department of Economics, Princeton University
    • Sims C.A. 2000 Drift and breaks in monetary policy. Manuscript. Department of Economics, Princeton University
    • (2000)
    • Sims, C.A.1
  • 27
    • 0036810481 scopus 로고    scopus 로고
    • Solving linear rational expectations models
    • C.A. Sims Solving linear rational expectations models Computational Economics 20 2002 1-20
    • (2002) Computational Economics , vol.20 , pp. 1-20
    • Sims, C.A.1
  • 28
    • 16244416093 scopus 로고    scopus 로고
    • Where there regime switches in US monetary policy?
    • Manuscript. Department of Economics, Princeton University
    • Sims C.A. Zha T. 2004 Where there regime switches in US monetary policy? Manuscript. Department of Economics, Princeton University
    • (2004)
    • Sims, C.A.1    Zha, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.