Econometric inflation targeting

DOI10.1111/1368-423X.T01-1-00118MaRDI QIDQ4458368zbMATH OpenOpenAlexFDO

Authors Gunnar Bårdsen, Eilev S. Jansen, Ragnar Nymoen

Publication date 17 March 2004

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423x.t01-1-00118

zbMATH Keywords

cointegrationdynamic modellingmonetary policywages and prices

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• scientific article; zbMATH DE number 3062534 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Cointegration in partial systems and the efficiency of single-equation analysis
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Statistical Issues in Macroeconomic Modelling^*
• Statistical analysis of cointegration vectors
• Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

Cited in

(11)

• Performance of inflation targeting based on constant interest rate projections
• LEARNING THE INFLATION TARGET
• A monetary real-time conditional forecast of euro area inflation
• Robust inflation-forecast-based rules to shield against indeterminacy
• Fitting observed inflation expectations
• Analysis of price, income and money demand indicators
• Inflation targeting as a means of achieving disinflation
• The macroeconomic and fiscal implications of inflation forecast errors
• Re-evaluating the effectiveness of inflation targeting
• Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
• Inflation-targeting, price-path targeting and indeterminacy

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