The performance of forecast based monetary policy rules under model uncertainty:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2001
|
| Schriftenreihe: | Working paper series / European Central Bank
No. 68 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 47 - 51 |
| Beschreibung: | 51 S. graph. Darst. : 30 cm |
Internformat
MARC
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| 100 | 1 | |a Levin, Andrew T. |d 1962- |e Verfasser |0 (DE-588)123076358 |4 aut | |
| 245 | 1 | 0 | |a The performance of forecast based monetary policy rules under model uncertainty |c by Andrew Levin, Volker Wieland and John C. Williams |
| 264 | 1 | |a Frankfurt am Main |b Europ. Central Bank |c 2001 | |
| 300 | |a 51 S. |b graph. Darst. : 30 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / European Central Bank |v No. 68 | |
| 500 | |a Literaturverz. S. 47 - 51 | ||
| 700 | 1 | |a Wieland, Volker |e Verfasser |4 aut | |
| 700 | 1 | |a Williams, John C. |d 1953- |e Verfasser |0 (DE-588)128755288 |4 aut | |
| 810 | 2 | |a European Central Bank |t Working paper series |v No. 68 |w (DE-604)BV012681744 |9 68 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009485122&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
Datensatz im Suchindex
| _version_ | 1805068677755699200 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
I
INTRODUCTION
5
2
SPECIFICATION
OF
FORECAST-BASED
POLICY
RULES
7
2.1
THE
CASE
FOR
PREEMPTIVE
POLICY
7
2.2
FORECAST-BASED
RULES
FROM
THE
LITERATURE
10
3
INDETERMINACY
OF
RATIONAL
EXPECTATIONS
EQUILIBRIA
12
3.1
MULTIPLE
EQUILIBRIA
IN
AN
OPTIMIZING
AD-AS
MODEL
12
3.2
MULTIPLE
EQUILIBRIA
IN
THE
FOUR
MACROECONOMETRIC
MODELS
16
3.3
BEHAVIOR
OF
FORECAST-BASED
RULES
FROM
THE
LITERATURE
1
9
4
OPTIMIZED
FORECAST-BASED
RULES
21
4.1
THE
OPTIMIZATION
PROBLEM
21
5
ROBUSTNESS
OF
OPTIMIZED
RULES
UNDE
MODEL
UNCERTAINTY
26
5.1
ROBUSTNESS
WITH
MODEL-CONSISTENT
FORECASTS
27
5.2
ROBUSTNESS
WITH
MODEL-INCONSISTENT
FORECASTS
29
5.3
RULES
WITH
FIXED
FORECAST
HORIZONS
30
6
IDENTIFYING
A
ROBUST
BENCHMARK
RULE
31
7
CONCLUSIONS
34
A
APPENDIX
35
A.
I
FORECAST-BASED
POLICY
RULES
FRON
THE
LITERATURE
35
A.2
THE
FIVE
MACROECONOMIC
MODELS
36
A.
3
METHODOLOGY
39
A.4
COEFFICIENTS
OF
OPTIMIZED
RULES
42
A.5
ADDITIONAL
ROBUSTNESS
RESULTS
43
REFERENCES
47
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
52 |
| any_adam_object | 1 |
| author | Levin, Andrew T. 1962- Wieland, Volker Williams, John C. 1953- |
| author_GND | (DE-588)123076358 (DE-588)128755288 |
| author_facet | Levin, Andrew T. 1962- Wieland, Volker Williams, John C. 1953- |
| author_role | aut aut aut |
| author_sort | Levin, Andrew T. 1962- |
| author_variant | a t l at atl v w vw j c w jc jcw |
| building | Verbundindex |
| bvnumber | BV013867562 |
| ctrlnum | (OCoLC)76253843 (DE-599)BVBBV013867562 |
| format | Book |
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| id | DE-604.BV013867562 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T03:53:56Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009485122 |
| oclc_num | 76253843 |
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| owner | DE-12 |
| owner_facet | DE-12 |
| physical | 51 S. graph. Darst. : 30 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Levin, Andrew T. 1962- Verfasser (DE-588)123076358 aut The performance of forecast based monetary policy rules under model uncertainty by Andrew Levin, Volker Wieland and John C. Williams Frankfurt am Main Europ. Central Bank 2001 51 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank No. 68 Literaturverz. S. 47 - 51 Wieland, Volker Verfasser aut Williams, John C. 1953- Verfasser (DE-588)128755288 aut European Central Bank Working paper series No. 68 (DE-604)BV012681744 68 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009485122&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Levin, Andrew T. 1962- Wieland, Volker Williams, John C. 1953- The performance of forecast based monetary policy rules under model uncertainty |
| title | The performance of forecast based monetary policy rules under model uncertainty |
| title_auth | The performance of forecast based monetary policy rules under model uncertainty |
| title_exact_search | The performance of forecast based monetary policy rules under model uncertainty |
| title_full | The performance of forecast based monetary policy rules under model uncertainty by Andrew Levin, Volker Wieland and John C. Williams |
| title_fullStr | The performance of forecast based monetary policy rules under model uncertainty by Andrew Levin, Volker Wieland and John C. Williams |
| title_full_unstemmed | The performance of forecast based monetary policy rules under model uncertainty by Andrew Levin, Volker Wieland and John C. Williams |
| title_short | The performance of forecast based monetary policy rules under model uncertainty |
| title_sort | the performance of forecast based monetary policy rules under model uncertainty |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009485122&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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