Robust inflation-forecast-based rules to shield against indeterminacy
DOI10.1016/J.JEDC.2005.08.010zbMATH Open1162.91499OpenAlexW2087009199MaRDI QIDQ959632FDOQ959632
Authors: N. Batini, Alejandro Justiniano, P. Levine, Joseph Pearlman 
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://repec.som.surrey.ac.uk/2004/DP08-04.pdf
Recommendations
- Inflation-targeting, price-path targeting and indeterminacy
- Targeting inflation by forecast feedback rules in small open economies
- Inflation persistence and robust monetary policy design
- Inflation targeting with imperfect information
- Inflation targeting with NAIRU uncertainty and endogenous policy credibility
- Optimal horizons for inflation targeting
- Econometric inflation targeting
- Robust monetary rules under unstructured model uncertainty
- The monetary policy response to uncertain inflation persistence
Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20)
Cites Work
- Inference from iterative simulation using multiple sequences
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Title not available (Why is that?)
- On Bayesian model and variable selection using MCMC
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Inflation Persistence
- Robust inflation-forecast-based rules to shield against indeterminacy
- Title not available (Why is that?)
- Inflation persistence and robust monetary policy design
Cited In (8)
- Inflation persistence and robust monetary policy design
- Robust monetary rules under unstructured model uncertainty
- Bounded interest rate feedback rules in continuous-time
- Inflation targeting with NAIRU uncertainty and endogenous policy credibility
- Robust inflation-forecast-based rules to shield against indeterminacy
- Forecast uncertainty and the Bank of England’s interest rate decisions
- Robust monetary policy in a small open economy
- Inflation-targeting rules: history-dependent or forward-looking?
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