create a website

Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1527-1567.

Full description at Econpapers || Download paper

Cited: 48

Citations received by this document

Cites: 76

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. How Do Coalitions Break Down? An Alternative View. (2024). ZOU, Benteng ; Boucekkine, Raouf ; Camacho, Carmen ; Ruan, Weihua.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:14:y:2024:i:1:d:10.1007_s13235-024-00559-6.

    Full description at Econpapers || Download paper

  2. How do coalitions break down? An alternative view*. (2023). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua ; Camacho, Carmen.
    In: PSE Working Papers.
    RePEc:hal:psewpa:hal-04287200.

    Full description at Econpapers || Download paper

  3. Why and when coalitions split? An alternative analytical approach with an application to environmental agreements. (2022). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua ; Camacho, Carmen.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03676670.

    Full description at Econpapers || Download paper

  4. Why and when coalitions split? An alternative analytical approach with an application to environmental agreements. (2022). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua ; Camacho, Carmen.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-03676670.

    Full description at Econpapers || Download paper

  5. Why and when coalitions split? An alternative analytical approach with an application to environmental agreements. (2022). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua ; Camacho, Carmen.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2022013.

    Full description at Econpapers || Download paper

  6. The Dynamic Shift Detector: An algorithm to identify changes in parameter values governing populations. (2020). Zipkin, Elise F ; Bahlai, Christie A.
    In: PLOS Computational Biology.
    RePEc:plo:pcbi00:1007542.

    Full description at Econpapers || Download paper

  7. Optimal switching from competition to cooperation: a preliminary exploration. (2020). ZOU, Benteng ; Boucekkine, Raouf ; Camacho, Carmen.
    In: DEM Discussion Paper Series.
    RePEc:luc:wpaper:20-02.

    Full description at Econpapers || Download paper

  8. Optimal switching from competition to cooperation: a preliminary exploration. (2020). ZOU, Benteng ; Boucekkine, Raouf ; Camacho, Carmen.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02434786.

    Full description at Econpapers || Download paper

  9. Optimal switching from competition to cooperation: a preliminary exploration. (2020). ZOU, Benteng ; Boucekkine, Raouf ; Camacho, Carmen.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-02434786.

    Full description at Econpapers || Download paper

  10. Monetary policy, financial uncertainty, and secular stagnation. (2020). Funashima, Yoshito.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302717.

    Full description at Econpapers || Download paper

  11. U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area. (2018). Mavromatis, Kostas(Konstantinos).
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1441-1478.

    Full description at Econpapers || Download paper

  12. Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics. (2018). Gonzalez, Fidel.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9622-z.

    Full description at Econpapers || Download paper

  13. US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas.
    In: Working Papers.
    RePEc:dnb:dnbwpp:570.

    Full description at Econpapers || Download paper

  14. MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

    Full description at Econpapers || Download paper

  15. Phillips Curve Instability and Optimal Monetary Policy. (2016). Davig, Troy.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:1:p:233-246.

    Full description at Econpapers || Download paper

  16. Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010. (2016). Malik, Fizza .
    In: Bulletin of Business and Economics (BBE).
    RePEc:rfh:bbejor:v:5:y:2016:i:3:p:144-161.

    Full description at Econpapers || Download paper

  17. Financial instability and the short-term dynamics of volatility expectations. (2014). Holmes, Mark ; Maghrebi, Nabil ; Oya, Kosuke.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:6:p:377-395.

    Full description at Econpapers || Download paper

  18. Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation. (2014). Dufrénot, Gilles ; Dufrenot, Gilles ; Khayat, Anwar .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00973504.

    Full description at Econpapers || Download paper

  19. Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation. (2014). Dufrénot, Gilles ; Dufrenot, Gilles ; Khayat, Anwar .
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1408.

    Full description at Econpapers || Download paper

  20. Monetary Policy Under Time-Varying Uncertainty Aversion. (2013). Gonzalez, Fidel ; Rodriguez, Arnulfo .
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:1:p:125-150.

    Full description at Econpapers || Download paper

  21. Markov Switching Monetary Policy in a two-country DSGE Model. (2012). Mavromatis, Kostas(Konstantinos).
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:982.

    Full description at Econpapers || Download paper

  22. Optimal regime switching and threshold effects: theory and application to a resource extraction problem under irreversibility. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:12.02.

    Full description at Econpapers || Download paper

  23. Optimal Regime Switching and Threshold Effects: Theory and Application to a Resource Extraction Problem under Irreversibility. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf.
    In: Working Papers.
    RePEc:lam:wpaper:12-14.

    Full description at Econpapers || Download paper

  24. Optimal Regime Switching and Threshold Effects: Theory and Application to a Resource Extraction Problem under Irreversibility. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793200.

    Full description at Econpapers || Download paper

  25. Optimal Regime Switching and Threshold Effects. Theory and Application to a Resource Extraction Problem under Irreversibility.. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1213.

    Full description at Econpapers || Download paper

  26. Markov Switching Monetary Policy in a two-country DSGE Model. (2012). Mavromatis, Kostas(Konstantinos).
    In: Economic Research Papers.
    RePEc:ags:uwarer:270742.

    Full description at Econpapers || Download paper

  27. A Case for Interest Rate Inertia in Monetary Policy. (2011). Bask, Mikael.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2011_016.

    Full description at Econpapers || Download paper

  28. Monetary regime switches and unstable objectives. (2011). Nunes, Ricardo ; Debortoli, Davide.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1036.

    Full description at Econpapers || Download paper

  29. Optimal versus realized policy rules in a regime-switching framework. (2011). Vallee, Thomas ; Rautureau, Nicolas ; Pardo, Sophie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2761-2775.

    Full description at Econpapers || Download paper

  30. Optimal policy in Markov-switching rational expectations models. (2011). Zampolli, Fabrizio ; Blake, Andrew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1626-1651.

    Full description at Econpapers || Download paper

  31. BUBBLES IN EXCHANGE RATES AND MONETARY POLICY. (2011). Driffill, Edward ; Bação, Pedro ; Alexandre, Fernando ; Bao, Pedro.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:58:y:2011:i:1:p:29-50.

    Full description at Econpapers || Download paper

  32. Inflation Targeting. (2010). Svensson, Lars ; Lars E. O. Svensson, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16654.

    Full description at Econpapers || Download paper

  33. Sources of Uncertainty in Conducting Monetary Policy in Chile. (2009). Tejada, Mauricio ; Morande, Felipe.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v13c12pp451-509.

    Full description at Econpapers || Download paper

  34. Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach. (2009). Williams, Noah ; Lars E. O. Svensson, .
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v13c03pp077-114.

    Full description at Econpapers || Download paper

  35. Sources of Uncertainty for Conducting Monetary Policy in Chile. (2008). Tejada, Mauricio ; Morandé, Felipe ; Lavin, Felipe Morande .
    In: Working Papers.
    RePEc:udc:wpaper:wp285.

    Full description at Econpapers || Download paper

  36. Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach. (2008). Williams, Noah ; Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13892.

    Full description at Econpapers || Download paper

  37. Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach. (2008). Williams, Noah ; Svensson, Lars.
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:jul:p:275-294:n:v.90no.4.

    Full description at Econpapers || Download paper

  38. Sources of Uncertainty for Conducting Monetary Policy in Chile. (2008). Tejada, Mauricio ; Morandé, Felipe.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:492.

    Full description at Econpapers || Download paper

  39. Optimal Monetary Policy Under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach. (2008). Williams, Noah ; Svensson, Lars ; Lars E. O. Svensson, .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:484.

    Full description at Econpapers || Download paper

  40. Sources of Uncertainty in Monetary Policy Conduct in Chile. (2008). Tejada, Mauricio ; Morandé, Felipe ; Mauricio Tejada G., ; Felipe Morande L., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:11:y:2008:i:3:p:45-80.

    Full description at Econpapers || Download paper

  41. Optimal monetary policy with a regime-switching exchange rate in a forward-looking model. (2007). Driffill, Edward ; Bação, Pedro ; Alexandre, Fernando ; Bao, Pedro.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:26/2007.

    Full description at Econpapers || Download paper

  42. Bayesian and Adaptive Optimal Policy under Model Uncertainty. (2007). Williams, Noah ; Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13414.

    Full description at Econpapers || Download paper

  43. Expectational stability in regime-switching rational expectations models. (2007). McGough, Bruce ; Davig, Troy ; Branch, William.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp07-09.

    Full description at Econpapers || Download paper

  44. The Optimal Monetary Policy Rule For the European Central Bank. (2007). Gelain, Paolo.
    In: EcoMod2007.
    RePEc:ekd:000239:23900028.

    Full description at Econpapers || Download paper

  45. Monetary Policy with Model Uncertainty: Distribution Forecast Targeting. (2007). Williams, Noah ; Svensson, Lars.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6331.

    Full description at Econpapers || Download paper

  46. Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority.. (2007). Gonzalez, Fidel ; Jesus R. Gonzalez Garcia, ; Rodriguez, Arnulfo .
    In: Working Papers.
    RePEc:bdm:wpaper:2007-05.

    Full description at Econpapers || Download paper

  47. Optimal discretionary policy in rational expectations models with regime switching. (2006). Moessner, Richhild.
    In: Bank of England working papers.
    RePEc:boe:boeewp:299.

    Full description at Econpapers || Download paper

  48. Optimal monetary policy in Markov-switching models with rational expectations agents. (2006). Zampolli, Fabrizio ; Blake, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:298.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abreu, D. ; Brunnermeier, M.K. Bubbles and crashes. 2003 Econometrica. 71 173-204

  2. Al Nowaihi, A. ; Stracca, L. Behavioural central bank loss functions, skewed risks and certainty equivalence. 2003 Manchester School. 71 21-38

  3. Andolfatto, D. ; Gomme, P. Monetary policy regimes and beliefs. 2003 International Economic Review. 44 1-30

  4. Aoki, M. Optimization of Stochastic Systems. 1967 Academic Press: New York
    Paper not yet in RePEc: Add citation now
  5. Ball, L. Policy rules for open economies. 1999 En : Taylor, J. Monetary Policy Rules. The University of Chicago Press: Chicago

  6. Bank of England, 2002. Minutes of February 2002 MPC meeting.
    Paper not yet in RePEc: Add citation now
  7. Bank of England, 2005. February Inflation Report.
    Paper not yet in RePEc: Add citation now
  8. Batini, N., Nelson, E., 2000. When the bubble bursts: monetary policy rules and foreign exchange market behaviour. Mimeo, Bank of England.

  9. Bean, C. The new UK monetary arrangements: a view from the literature. 1998 Economic Journal. 108 1795-1809

  10. Bean, C., 2003. Asset prices, financial imbalances and monetary policy: are inflation targets enough?. BIS Working Paper 140.

  11. Beechey, M., Bharucha, N., Cagliarini, A., Gruen, D., Thompson, C., 2000. A small model of the Australian macroeconomy. Reserve Bank of Australia Research Discussion Paper 2000–05.

  12. Bernanke, B. ; Gertler, M. Should central banks respond to movements in asset prices. 2001 American Economic Review. 91 253-257

  13. Bernanke, B., Gertler, M., 2000. Monetary policy and asset price volatility. NBER Working Paper 7559.

  14. Blair, W.P. ; Sworder, D.D. Continuous-time regulation of a class of econometric models. 1975 IEEE Transactions on Systems Man and Cybernetics. 5 341-346
    Paper not yet in RePEc: Add citation now
  15. Blanchard, O. ; Watson, M. Bubbles. 1982 En : Wachtel, P. Crises in the Economic and Financial Structure. Lexington Books: Lexington, MA
    Paper not yet in RePEc: Add citation now
  16. Bordo, M.D., Jeanne, O., 2002. Boom-busts in asset prices, economic instability, and monetary policy. NBER Working Paper 8966.

  17. Borio, C., Lowe, P., 2002. Asset prices, financial and monetary stability: exploring the nexus. BIS Working Paper 114.

  18. Brainard, W. Uncertainty and the effectiveness of policy. 1967 American Economic Review. 57 411-425
    Paper not yet in RePEc: Add citation now
  19. Brock, W.A., Durlauf, S.N., West, K.D., 2003. Policy evaluation in uncertain economic environments. Brooking Papers on Economic Activity, pp. 235–302.

  20. Brunnermeier, M.K. Asset Pricing Under Asymmetric Information. 2001 Oxford University Press: Oxford

  21. Bullard, J. ; Schaling, E. New economy—new policy rules? Federal Reserve Bank of St. 2001 Louis Review. 83 57-66

  22. Cecchetti, S.G. ; Genberg, H. ; Wadhwani, S. Asset prices in a flexible inflation targeting framework. 2003 En : Hunter, W.C. ; Kaufman, G.G. ; Pomerleano, M. Asset Price Bubbles: the Implications for Monetary, Regulatory, and International Policies. MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
  23. Cecchetti, S.G., Genberg, H., Lipsky, J., Wadhwani, S., 2000. Asset prices and central bank policy. Geneva Reports on the World Economy No. 2. International Centre for Monetary and Banking Studies and Centre for Economic Policy Research, Geneva.
    Paper not yet in RePEc: Add citation now
  24. Cogley, T., Sargent, T.J., 2003. The conquest of US inflation: learning and robustness to model uncertainty. ECB Working Paper 478.
    Paper not yet in RePEc: Add citation now
  25. Costa, O.L.V. ; Fragoso, M.D. ; Marques, R.P. Discrete-Time Markov Jump Linear Systems. 2005 Springer: London
    Paper not yet in RePEc: Add citation now
  26. Craine, R., 1979. Optimal monetary policy with uncertainty. Journal of Economic Dynamics and Control 1, 59–83

  27. Cukierman, A. Why does the Fed smooth interest rates. 1996 En : Belongia, M. Monetary Policy on the 75th Anniversary of the Federal Reserve System. Kluwer Academic Publishers: Norewell, Massachusetts
    Paper not yet in RePEc: Add citation now
  28. Currie, D. ; Levine, P. The design of feedback rules in linear stochastic rational expectations models. 1987 Journal of Economic Dynamics and Control. 11 1-28

  29. De Grauwe, P. ; Grimaldi, M. Heterogeneity of agents, transactions costs and the exchange rate. 2005 Journal of Economic Dynamics and Control. 29 691-719

  30. De Grauwe, P., Grimaldi, M., 2003. A theory of bubbles and crashes. Mimeo, Sveriges Riksbank.
    Paper not yet in RePEc: Add citation now
  31. do Val, J.B.R ; BaÅŸar, T. Receding horizon control of jump linear systems and a macroeconomic policy problem. 1999 Journal of Economic Dynamics and Control. 2 1099-1131

  32. Filardo, A.J. Should monetary policy respond to asset price bubbles? Some experimental results. 2001 En : . Elsevier Science: Amsterdam

  33. Filardo, A.J., 2003. Monetary policy and asset price bubbles: calibrating the monetary policy tradeoffs. Unpublished mimeo (December), Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  34. Froot, K. ; Obstfeld, M. Intrinsic bubbles: the case of stock prices. 1991 American Economic Review. 81 1189-1214

  35. Giannoni, M. Does model uncertainty justify caution? Robust optimal monetary policy in a forward-looking model. 2002 Macroeconomics Dynamics. 6 111-144

  36. Giannoni, M., 2001. Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty. Unpublished manuscript, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
  37. Gilboa, I. ; Schmeidler, D. Maxmin expected utility with a nonunique prior. 1989 Journal of Mathematical Economics. 18 141-153
    Paper not yet in RePEc: Add citation now
  38. Goodfriend, M. Interest rates and the conduct of monetary policy. 1991 Carnegie–Rochester Conference Series on Public Policy. 34 7-30

  39. Goodhart, C., 2001. Monetary transmission lags and the formulation of the policy decision on interest rates. Federal Reserve Bank of St. Louis Review 83 (4) (July/August), 165–182.
    Paper not yet in RePEc: Add citation now
  40. Gruen, D., Plumb, M., Stone, A., 2003. How should monetary policy respond to asset-price bubbles? Reserve Bank of Australia, Research Discussion Paper 2003–11.

  41. Hamilton, J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. 1989 Econometrica. 57 357-384

  42. Hamilton, J.D. Time Series Analysis. 1994 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
  43. Hansen, L.P., Sargent, T.J., 2003. Robust control and model uncertainty in macroeconomics. Unpublished monograph, October 2003.
    Paper not yet in RePEc: Add citation now
  44. Jääskelä, J.P. Inflation price level and hybrid rules under inflation uncertainty. 2005 Scandinavian Journal of Economics. 107 141-156

  45. Judd, K.L. Numerical Methods in Economics. 1998 MIT Press: Cambridge, MA

  46. Kendrick, D.A., 2002. Stochastic Control for Economic Models, second ed.
    Paper not yet in RePEc: Add citation now
  47. Kim, S. ; Shephard, N. ; Chib, S. Stochastic volatility: likelihood inference and comparison with ARCH models. 1998 Review of Economic Studies. 65 361-393

  48. Kindleberger, C. Manias, Panics, and Crashes. A History of Financial Crises. 1978 Wiley: New York
    Paper not yet in RePEc: Add citation now
  49. Levin, A. ; Wieland, V. ; Williams, J.C. The performance of forecast-based monetary policy rules under model uncertainty. 2003 American Economic Review. 93 622-645

  50. Levin, A. ; Williams, J.C. Robust monetary policy with competing reference models. 2003 Journal of Monetary Economics. 50 945-975

  51. Ljungqvist, L. ; Sargent, T.J. Recursive Macroeconomic Theory. 2000 MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
  52. Mariton, M. Jump Linear Systems in Automatic Control. 1990 Marcel Dekker: New York
    Paper not yet in RePEc: Add citation now
  53. Meltzer, A.H., 2003. Rational and irrational bubbles, In: Hunter, W., Kaufman, G., Pomerleano, M. (Eds.), Asset Price Bubbles: The Implications for Monetary, Regulatory, and International Policies, MIT Press, Cambridge, MA.
    Paper not yet in RePEc: Add citation now
  54. Milani, F., 2003. Monetary policy with a wider information set: a Bayesian model averaging approach. Unpublished mimeo, Princeton University.

  55. Minsky, H., 1982. Can ‘it’ happen again?. Essays on Instability and Finance. M.E. Sharpe, Armonk, NY.
    Paper not yet in RePEc: Add citation now
  56. Miranda, M.J. ; Fackler, P.L. Applied Computational Economics and Finance. 2002 MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
  57. Onatski, A. ; Stock, J.H. Robust monetary policy under model uncertainty in a small model of the U.S. economy. 2002 Macroeconomic Dynamics. 6 85-110

  58. Orphanides, A., Wieland, V., 2000. Inflation zone targeting. European Economic Review 44 (7), 1351–1387.

  59. Pindyck, R.S. Optimal Planning for Stabilization. 1973 North-Holland: Amsterdam
    Paper not yet in RePEc: Add citation now
  60. Rustem, B., 1994. Robust min-max decisions with rival models. In: Belsley, D. (Ed). Computational Techniques for Econometrics and Economic Analysis. Kluwer Academic Publishers, Dordrecht.
    Paper not yet in RePEc: Add citation now
  61. Söderström, U. Monetary policy with uncertain parameters. 2002 Scandinavian Journal of Economics. 104 125-145

  62. Sargent, T., 1999. Policy rules for open economies: comment. In: Taylor, J. (Ed.), Monetary Policy Rules, University of Chicago Press.

  63. Schorfheide, F. Learning and monetary policy shifts. 2005 Review of Economic Dynamics. 8 392-419

  64. Shiller, R. Irrational Exuberance. 2000 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
  65. Shupp, F.R. Uncertainty and stabilization policies for a nonlinear macroeconomic model. 1972 Quarterly Journal of Economics. 86 94-110

  66. Svensson, L.E.O. What is wrong with Taylor rules? Using judgement in monetary policy through targeting rules?. 2003 Journal of Economic Literature. 41 426-477

  67. Svensson, L.E.O. Robust control made simple. Unpublished paper, October 2000.
    Paper not yet in RePEc: Add citation now
  68. Svensson, L.E.O., 2003b. Monetary policy and low-probability extreme events. Festschrift for Charles Freedman, Bank of Canada, 19–20 June 2003.
    Paper not yet in RePEc: Add citation now
  69. Taylor, J.B., 1993. Discretion versus policy rules in practice. Carnagie–Rochester Conferences Series on Public Policy vol. 39, pp. 195–214.

  70. Tetlow, R.J. ; von zur Muehlen, P. Avoiding Nash inflation: Bayesian and robust responses to model uncertainty. 2004 Review of Economic Dynamics. 7 869-899
    Paper not yet in RePEc: Add citation now
  71. Tetlow, R.J. ; von zur Muehlen, P. Robust monetary policy with misspecified models does model uncertainty always call for attenuated policy?. 2001 Journal of Economic Dynamics and Control. 25 911-949

  72. Tetlow, R.J., 2003. Monetary policy, asset prices, and misspecification: the robust approach to bubbles with model uncertainty. Unpublished mimeo, Presented at ECB workshop on “Monetary Policy and Asset Prices”, December 2003.

  73. Veldkamp, L.L. Slow boom, sudden crash. 2004 Journal of Economic Theory. 124 230-257
    Paper not yet in RePEc: Add citation now
  74. Wadhwani, S.B., 1999. Currency puzzles. Monetary Policy Committee, Bank of England.
    Paper not yet in RePEc: Add citation now
  75. Wald, A. Statistical decision functions which minimize maximum risk. 1945 Annals of Mathematics. 46 265-280
    Paper not yet in RePEc: Add citation now
  76. Woodford, M. Interest & Prices. Foundations of a Theory of Monetary Policy. 2003 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Rand as a Carry Trade Target: Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean.
    In: Working Papers.
    RePEc:rza:wpaper:235.

    Full description at Econpapers || Download paper

  2. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4842.

    Full description at Econpapers || Download paper

  3. Knowledge, Preferences and Shocks in Portfolio Analysis. (2009). Steinbacher, Matjaz.
    In: MPRA Paper.
    RePEc:pra:mprapa:13567.

    Full description at Econpapers || Download paper

  4. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
    In: Working Papers.
    RePEc:hkm:wpaper:072009.

    Full description at Econpapers || Download paper

  5. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

    Full description at Econpapers || Download paper

  6. Caller Number Five and Related Timing Games. (2008). Smith, Lones ; Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-317.

    Full description at Econpapers || Download paper

  7. Bid-Ask Spreads and Volume:The Role of Trade Timing. (2008). Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-309.

    Full description at Econpapers || Download paper

  8. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

  9. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

    Full description at Econpapers || Download paper

  10. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

  11. Inexperienced Investors and Bubbles. (2008). Nagel, Stefan ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14111.

    Full description at Econpapers || Download paper

  12. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-01.

    Full description at Econpapers || Download paper

  13. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-08.

    Full description at Econpapers || Download paper

  14. Venture Capital and Innovation: Which is First?. (2008). Ueda, Masako ; Hirukawa, Masayuki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7090.

    Full description at Econpapers || Download paper

  15. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000038.

    Full description at Econpapers || Download paper

  16. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

    Full description at Econpapers || Download paper

  17. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2420.

    Full description at Econpapers || Download paper

  18. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

    Full description at Econpapers || Download paper

  19. Discrete devaluations and multiple equilibria in a first generation model of currency crises. (2007). Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:839.

    Full description at Econpapers || Download paper

  20. WHY BUBBLE-BURSTING IS UNPREDICTABLE: WELFARE EFFECTS OF ANTI-BUBBLE POLICY WHEN CENTRAL BANKS MAKE MISTAKES. (2007). Kai, Guo ; Conlon, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:5927.

    Full description at Econpapers || Download paper

  21. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

    Full description at Econpapers || Download paper

  22. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:1:a:3.

    Full description at Econpapers || Download paper

  23. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

    Full description at Econpapers || Download paper

  24. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  25. Strategic Merger Waves: A Theory of Musical Chairs. (2007). Toxvaerd, Flavio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6159.

    Full description at Econpapers || Download paper

  26. SOBRE BURBUJAS DE PRECIOS DE ACTIVOS, EXPECTATIVAS Y EQUILIBRIOS. (2007). Dapena, Jose.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:361.

    Full description at Econpapers || Download paper

  27. Caller Number Five: Timing Games that Morph from One Form to Another. (2006). Smith, Lones ; Park, Andreas.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1554.

    Full description at Econpapers || Download paper

  28. Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises. (2006). Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5876.

    Full description at Econpapers || Download paper

  29. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:297.

    Full description at Econpapers || Download paper

  30. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0508007.

    Full description at Econpapers || Download paper

  31. Technological innovation and market turbulence: the dot-com experience. (2005). Wang, Zhu.
    In: Payments System Research Working Paper.
    RePEc:fip:fedkpw:psrwp05-02.

    Full description at Econpapers || Download paper

  32. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5372.

    Full description at Econpapers || Download paper

  33. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  34. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Dieci, Roberto ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

    Full description at Econpapers || Download paper

  35. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
    RePEc:upf:upfgen:861.

    Full description at Econpapers || Download paper

  36. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

  37. Shakeouts and Market Crashes. (2004). Jovanovic, Boyan ; barbarino, alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10556.

    Full description at Econpapers || Download paper

  38. Inference, arbitrage, and asset price volatility. (2004). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:187.

    Full description at Econpapers || Download paper

  39. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

  40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  41. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4221.

    Full description at Econpapers || Download paper

  42. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

    Full description at Econpapers || Download paper

  43. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1654-1668.

    Full description at Econpapers || Download paper

  44. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:03-06.

    Full description at Econpapers || Download paper

  45. Exchange Monitoring Bands: Theory and Policy. (2003). Zhang, Lei ; Miller, Marcus ; Corrado, Luisa.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:8.

    Full description at Econpapers || Download paper

  46. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

  47. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1406.

    Full description at Econpapers || Download paper

  48. Heterogeneity and Uniqueness in Interaction Games. (2003). Shin, Hyun Song ; Morris, Stephen ; Shin. Hyun Song, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1402.

    Full description at Econpapers || Download paper

  49. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  50. Individual Irrationality and Aggregate Outcomes. (). Tyran, Jean-Robert ; Fehr, Ernst.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:252.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 20:23:35 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.