An experimental test of Taylor-type rules with inexperienced central bankers
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Publication:975365
DOI10.1007/S10683-010-9233-9zbMATH Open1231.91307OpenAlexW2136535015MaRDI QIDQ975365FDOQ975365
Authors: Jim Engle-Warnick, Nurlan Turdaliev 
Publication date: 9 June 2010
Published in: Experimental Economics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2006s-05.pdf
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Cites Work
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Estimating long-run relationships from dynamic heterogeneous panels
- Optimal Interest-Rate Smoothing
- Title not available (Why is that?)
- Inflation Persistence
- Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm
Cited In (7)
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Inflation illusion and the Taylor principle: an experimental study
- On the external validity of experimental inflation forecasts: a comparison with five categories of field expectations
- Are interest rate regressions evidence for a Taylor rule?
- The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
- Why inflation targeting central banks seem to follow a standard Taylor rule
- A quantitative easing experiment
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