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2. Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL. (2018). Masih, Abul ; Hamzah, Nurrawaida Husna.
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1. Does the Term Spread Play a Role in the Feds Reaction Function? An Empirical Investigation. (2004). Vázquez, Jesús.
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2. Robust Control Rules to Shield Against Indeterminacy. (2004). Levine, Paul ; Batini, Nicoletta.
   In: Computing in Economics and Finance 2004.
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3. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). .
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4. Endogenous Fluctuations in Open Economies: The Perils of Taylor Rules Revisited. (2004). Airaudo, Marco ; Zanna, Luis-Felipe.
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5. The optimal degree of discretion in monetary policy. (2004). Kehoe, Patrick ; Athey, Susan ; Atkeson, Andrew.
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6. The optimal degree of discretion in monetary policy. (2004). Kehoe, Patrick ; Athey, Susan ; Atkeson, Andrew.
   In: International Finance Discussion Papers.
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7. Indeterminacy with inflation-forecast-based rules in a two-bloc model. (2004). Pearlman, Joseph ; Levine, Paul ; Batini, Nicoletta.
   In: International Finance Discussion Papers.
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8. Does the Term Spread play a role in the FEDs reaction function? An Empirical Investigation. (2004). .
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9. Endogenous Fluctuations in Open Economies: the Perils of Taylor Rules Revisited. (2004). Airaudo, Marco ; Zanna, Luis-Felipe.
   In: Econometric Society 2004 Latin American Meetings.
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10. Public and Private Information in Monetary Policy Models. (2003). Shin, Hyun Song ; Amato, Jeffery D..
    In: Computing in Economics and Finance 2003.
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11. Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability. (2003). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess.
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12. The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models. (2003). .
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13. Multiple-Solution Indeterminacies in Monetary Policy Analysis. (2003). .
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14. Implementing Optimal Policy through Inflation-Forecast Targeting. (2003). Woodford, Michael ; Svensson, Lars.
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15. Optimal Interest-Rate Rules: II. Applications. (2003). Woodford, Michael ; Giannoni, Marc.
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16. The Optimal Degree of Discretion in Monetary Policy. (2003). Kehoe, Patrick ; Athey, Susan ; Atkeson, Andrew.
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17. Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability. (2003). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess.
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18. A monetary policy rule based on nominal and inflation-indexed Treasury yields. (2003). Sack, Brian.
    In: Finance and Economics Discussion Series.
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19. Investment and interest rate policy: a discrete time analysis. (2003). Carlstrom, Charles T..
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20. The role of the term spread in an augmented Taylor rule: An empirical investigation. (2003). .
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21. Optimal Interest-Rate Rules: II. Applications. (2003). Woodford, Michael ; Giannoni, Marc.
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22. Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta.
    In: Computing in Economics and Finance 2002.
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23. Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability. (2002). .
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24. The role of short-run inflation targets and forecasts in disinflation. (2002). Sterne, Gabriel ; Mahadeva, Lavan.
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25. Targeting Nominal Income Growth or Inflation?. (2002). Jensen, Henrik.
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26. Monetary policy and the term structure of interest rates in a small open economy - a model framework approach. (2001). Kotlán, Viktor.
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27. Monetary Policy Analysis in Models Without Money. (2001). .
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28. Monetary policy analysis in models without money. (2001). .
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29. Should monetary policy respond to asset price bubbles? : some experimental results. (2001). Filardo, Andrew.
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30. Inflation targeting and the liquidity trap. (2001). .
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31. Learning and the central bank. (2001). .
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32. Taylor rules in a model that satisfies the natural rate hypothesis. (2001). .
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33. Monetary Policy Rules Based on Real-Time Data. (2001). Orphanides, Athanasios.
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34. Monetary Policy and Multiple Equilibria. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess.
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    RePEc:aea:aecrev:v:91:y:2001:i:1:p:167-186.

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35. Money and Inflation in the Euro Area: A Case for Monetary Indicators?. (2000). Svensson, Lars ; Gerlach, Stefan.
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36. Inflation Forecast Targeting: The Swedish Experience. (2000). Berg, Claes.
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37. Forecasting inflation and growth: do private forecasts match those of policymakers?. (2000). Gavin, William ; Mandal, Rachel J..
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38. Forward-looking versus backward-looking Taylor rules. (2000). .
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39. Assessing simple policy rules: a view from a complete macro model. (2000). Zha, Tao ; Leeper, Eric.
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40. Optimal Monetary Policy Inertia. (1999). Woodford, Michael.
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41. Does talk matter after all? Inflation targeting and central bank behavior. (1999). Posen, Adam ; Kuttner, Kenneth.
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42. Forecast-based monetary policy. (1999). Laubach, Thomas ; Amato, Jeffery D..
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43. Extracting market expectations from option prices: case studies in Japanese option markets. (1999). Shiratsuka, Shigenori ; Nakamura, Hisashi.
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44. Monetary Rules When Economic Behaviour Changes. (1999). Amano, Robert ; Macklem, Tiff ; Coletti, Don .
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45. Forward-looking rules for monetary policy. (1999). Haldane, Andrew ; Batini, Nicoletta.
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46. Monetary Rules When Economic Behaviour Changes. (1999). Amano, Robert.
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47. Interest-Rate Rules in an Estimated Sticky Price Model. (1998). Woodford, Michael.
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48. Forward-Looking Rules for Monetary Policy. (1998). Haldane, Andrew ; Batini, Nicoletta.
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49. Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions. (1998). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
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50. Doing Without Money: Controlling Inflation in a Post-Monetary World. (1997). Woodford, Michael.
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