Are interest rate regressions evidence for a Taylor rule?
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Publication:1603885
DOI10.1016/S0165-1765(02)00034-4zbMATH Open1100.91558MaRDI QIDQ1603885FDOQ1603885
Authors: Patrick Minford, Francesco Perugini, Naveen Srinivasan 
Publication date: 15 July 2002
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
Cited In (17)
- Taylor rules around the world: mapping monetary policy
- Inflation illusion and the Taylor principle: an experimental study
- An experimental test of Taylor-type rules with inexperienced central bankers
- Out of the ELB: expected ECB policy rates and the Taylor rule
- MONETARY POLICY RULES IN THE RUN‐UP TO THE EMU
- Monetary policy rules and opinionated markets
- Why inflation targeting central banks seem to follow a standard Taylor rule
- Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
- Estimating Taylor-type rules: an unbalanced regression?
- Time-varying equilibrium real rates and monetary policy analysis
- Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions
- Title not available (Why is that?)
- INTEREST AS AN ARTEFACT OF SELF‐VALIDATING CENTRAL BANK BELIEFS
- DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES
- Revisiting the Great Moderation : policy or luck?
- Interest rate rules, inflation and the Taylor principle: an analytical exploration
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