Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information



Persistence,” Journal of Monetary Economics, 50, 915-944.

Evans, Martin D.D. and Paul Wachtel, 1993, “Inflation Regimes and the Sources of
Inflation Uncertainty,”
Journal of Money, Credit, and Banking, 25, 475-511.

Evans, Martin D.D. and Karen K. Lewis, 1995, “Do Expected Shifts in Inflation affect
Estimates of the Long-run Fisher Relation,”
The Journal of Finance, 50, 225-253.

Evans, George W., and Seppo Honkapohja, 2001, Learning and Expectations in
Macroeconomics.
Princeton: Princeton University Press.

Evans, George W., and Seppo Honkapohja, 2003, “Learning with Bounded Memory in
Stochastic Models,”
Journal of Economic Dynamics and Control, 1437-57.

Fuhrer, Jeffrey C., 1996, “Monetary Policy Shifts and Long-Term Interest Rates,”
Quarterly Journal of Economics, 111, 1183-1209.

Garcia, R. and P. Perron, 1996, “An analysis of the real interest rate under regime
shifts,”
Review of Economics and Statistics,” 78, 111-125.

Gramlich, Edward M., 2003, “Maintaining Price Stability,” remarks before the Economic
Club of Toronto, Toronto, Canada, October 1, 2003.

GUrkaynak, Refet S., Brian Sack, and Eric Swanson, 2003, “The Excess Sensitivity of
Long-term Interest Rates: Evidence and Implications for Macroeconomic Models,”
manuscript, Federal Reserve Board.

Hordahl, Peter, Oreste Tristani, and David Vestin, 2002, “A joint econometric model
of macroeconomic dynamics and term structure dynamics,” manuscript, European
Central Bank.

Huh, Chan G. and Kevin J. Lansing, 2000, “Expectations, Credibility, and Disinflation
in a Small Macroeconomic Model,”
Journal of Economics and Business, 51, 51-86.

Kozicki, Sharon, 1999, “How Useful are Taylor Rules for Monetary Policy?” Federal
Reserve Bank of Kansas City Economic Review
, Second Quarter, 5-33.

Kozicki, Sharon and Peter A. Tinsley, 2001a, “Term Structure Views of Monetary Policy
under Alternative Models of Agent Expectations,”
Journal of Economic Dynamics
and Control
, 25, 149-184.

Kozicki, Sharon and Peter A. Tinsley, 2001b, “Shifting Endpoints in the Term Structure
of Interest Rates,”
Journal of Monetary Economics, 47, 613-652.

Kozicki, Sharon and Peter A. Tinsley, 2001c, “What Do You Expect? Imperfect Policy
Credibility and Tests of the Expectations Hypothesis,” Federal Reserve Bank of
Kansas City Working Paper 0102.

30



More intriguing information

1. Towards a Strategy for Improving Agricultural Inputs Markets in Africa
2. Can genetic algorithms explain experimental anomalies? An application to common property resources
3. Word searches: on the use of verbal and non-verbal resources during classroom talk
4. Stillbirth in a Tertiary Care Referral Hospital in North Bengal - A Review of Causes, Risk Factors and Prevention Strategies
5. On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
6. The Prohibition of the Proposed Springer-ProSiebenSat.1-Merger: How much Economics in German Merger Control?
7. The Cost of Food Safety Technologies in the Meat and Poultry Industries.
8. Benchmarking Regional Innovation: A Comparison of Bavaria, Northern Ireland and the Republic of Ireland
9. INTERPERSONAL RELATIONS AND GROUP PROCESSES
10. The name is absent
11. The name is absent
12. A NEW PERSPECTIVE ON UNDERINVESTMENT IN AGRICULTURAL R&D
13. The name is absent
14. Conflict and Uncertainty: A Dynamic Approach
15. Improvement of Access to Data Sets from the Official Statistics
16. Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier
17. Accurate, fast and stable denoising source separation algorithms
18. The name is absent
19. Picture recognition in animals and humans
20. The Role of area-yield crop insurance program face to the Mid-term Review of Common Agricultural Policy