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)

Recommendations

• Inflation Dynamics in a Small Open Economy
• scientific article; zbMATH DE number 2193890
• Targeting inflation by forecast feedback rules in small open economies
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Cites work

• 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
• scientific article; zbMATH DE number 3062534 (Why is no real title available?)
• Statistical analysis of cointegration vectors
• Statistical Issues in Macroeconomic Modelling^*
• 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)

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

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