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A monetary policy rule based on nominal and inflation-indexed Treasury yields. (2003). Sack, Brian.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2003-07.

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  1. Batini, Nicoletta and Edward Nelson (2001), Optimal Horizons for Inflation Targeting, Journal of Economic Dynamics and Control 25, 891-910.

  2. Bernanke, Ben S. amd Jean Boivin (2002), Monetary Policy in a Data-Rich Environment, forthcoming, Journal of Monetary Economics.

  3. Bernanke, Ben S. and Michael Woodford (1997), Inflation Forecasts and Monetary Policy, Journal of Money, Credit, and Banking 29, 653-684.

  4. Clarida, Richard, Jordi Gali, and Mark Gertler (1999), The Science of Monetary Policy: A New Keynesian Perspective, Journal of Economic Literature 37, 1661-1707.

  5. Clarida, Richard, Jordi Gali, and Mark Gertler (2000), Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, Quarterly Journal of Economics 115, 147-180.

  6. English, William B., William R. Nelson, and Brian P. Sack (2002), Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules, Finance and Economics Discussion Series Working Paper No. 2002-24, Board of Governors of the Federal Reserve System.

  7. Levin, Andrew, Volker Wieland, and John Williams (1999), The Robustness of Simple Monetary Policy Rules under Model Uncertainty, in Monetary Policy Rules (J. B.

  8. Mehra, Yash P. (2001), The Bond Rate and Estimated Monetary Policy Rules, Journal of Economics and Business 53, 345-358.

  9. Orphanides, Anthanasios (2001), Monetary Policy Rules Based on Real-Time Data, American Economic Review 91, 964-985.

  10. Taylor, ed.), Chicago: NBER and Chicago Press. Levin, Andrew, Volker Wieland, and John Williams (2003), The Performance of Forecast-Based Policy Rules under Model Uncertainty, forthcoming, American Economic Review.

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