Econometric inflation targeting

DOI10.1111/1368-423X.T01-1-00118zbMATH Open1065.91530OpenAlexW2096910015MaRDI QIDQ4458368FDOQ4458368

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

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zbMATH Keywords

cointegrationdynamic modellingmonetary policywages and prices

Mathematics Subject Classification ID

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

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Title not available (Why is that?)
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Statistical analysis of cointegration vectors
• Cointegration in partial systems and the efficiency of single-equation analysis
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
• Statistical Issues in Macroeconomic Modelling^*

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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