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A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data. (2006). Nelson, Charles ; Kim, Chang-Jin ; Kishor, N.
In: Working Papers.
RePEc:udb:wpaper:uwec-2007-32.

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  5. A computational algorithm to analyze unobserved sequential reactions of the central banks: inference on complex lead–lag relationship in evolution of policy stances. (2020). Kumar, Sudarshan ; Chakrabarti, Anindya S.
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  6. Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach. (2020). Bhar, Ramaprasad ; Roy, Debasish.
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  7. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
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  8. Financial conditions and monetary policy in the US. (2020). Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmus Cagri ; Erdogan, Seyfettin ; Dibooglu, Sel.
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  10. The Monetary Transmission Mechanism in Canada: A Time-Varying Vector Autoregression with Stochastic Volatility. (2018). Lange, Ronald Henry.
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  12. Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao.
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  13. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal.
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  20. The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies. (2017). Kishor, N ; Hosny, Amr ; Bhatt, Vipul.
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    RePEc:txm:wpaper:20160513_001.

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  25. Measuring productivity and efficiency: a Kalman filter approach. (2016). Sickles, Robin ; Kutlu, Levent ; Duygun, Meryem.
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  26. Time-Varying Coefficient Taylor Rule and Chinese Monetary Policy: Evidence from the Time-Varying Cointegration. (2016). Ma, Wei ; Guo, YU.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:41:y:2016:i:4:p:27-44.

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  27. Purchasing power parity and real exchange rate in Central Eastern European countries. (2016). Jiang, Chun ; Su, Chi-Wei ; Liu, Tie-Ying.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:44:y:2016:i:c:p:349-358.

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  28. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
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    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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    RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

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  32. Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors. (2015). Edilean Silva Bejarano Aragon, ; Medeiros, Gabriela .
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    RePEc:spr:empeco:v:48:y:2015:i:2:p:557-575.

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  35. MARKOV SWITCHING AND THE TAYLOR PRINCIPLE. (2015). Papell, David ; Nikolsko-Rzhevskyy, Alex ; Murray, Christian J.
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  36. Monetary Regime Switches and Central Bank Preferences. (2014). Nunes, Ricardo ; Debortoli, Davide.
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    RePEc:wly:jmoncb:v:46:y:2014:i:8:p:1591-1626.

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  37. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
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  38. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
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  39. Central bank independence and political pressure in the Greenspan era. (2014). Kuper, Gerard ; Veurink, Jan Hessel .
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  40. Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
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    RePEc:gla:glaewp:2014_03.

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  41. Is Monetary Policy in Egypt Backward or Forward-Looking?. (2014). Hosny, Amr.
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    RePEc:erg:wpaper:846.

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  42. What drives stochastic risk aversion?. (2014). Cho, Sungjun .
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  43. Structural change estimation in time series regressions with endogenous variables. (2014). Su, Liangjun ; Qian, Junhui.
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  44. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
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  45. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES. (2014). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
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    RePEc:cup:macdyn:v:18:y:2014:i:03:p:593-630_00.

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  46. Inflation and Chinas monetary policy reaction function: 2002-2013. (2014). Girardin, Eric ; Lunven, Sandrine ; Ma, Guonan.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:77-14.

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  47. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: Papers.
    RePEc:arx:papers:1403.0627.

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  48. Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Cakmakli, Cem ; Basturk, Nalan .
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  49. Macroeconomic Regimes. (2013). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, S. ; BAELE, L..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:13/870.

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  50. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
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  51. Markov Switching and the Taylor Principle. (2013). Papell, David ; Nikolsko-Rzhevskyy, Alex ; Murray, Chris ; David, Papell ; Alex, Nikolsko-Rzhevskyy .
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  52. Exchange rate predictability and a monetary model with time-varying cointegration coefficients. (2013). Park, Cheolbeom.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:394-410.

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  53. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
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  54. An Econometric Approach to General Equilibrium Modeling. (2013). JORGENSON, Dale W. ; Wilcoxen, Peter J. ; Jin, Hui ; Slesnick, Daniel T..
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  55. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?. (2013). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
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  56. A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through. (2013). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Metin-Ozcan, Kivilcim .
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  57. Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods. (2013). Lee, Kevin ; Shields, Kalvinder ; Olekalns, Nilss.
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  58. Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, Seong Hoon ; Baele, Lieven .
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  59. What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock?. (2012). Parra-Alvarez, Juan ; Mahadeva, Lavan ; Juan Carlos Parra Alvarez, ; Juan Carlos Parra Alvarez, .
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  60. The evolution of the monetary policy regimes in the U.S.. (2012). Kim, Chang-Jin ; Bae, Jinho .
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    RePEc:spr:empeco:v:43:y:2012:i:2:p:617-649.

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  61. Is monetary policy in the new EU member states asymmetric?. (2012). Vašíček, Bořek ; Vaaek, Boek .
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  62. Estimation of market power in the presence of firm level inefficiencies. (2012). Sickles, Robin ; Kutlu, Levent.
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  63. Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data. (2012). Mandler, Martin.
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  64. Estimating forward-looking rules for Chinas Monetary Policy: A regime-switching perspective. (2012). Guo, Huiming ; Wang, Xia ; Zheng, Tingguo .
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  65. A NOTE ON TIME VARIATION IN A FORWARD-LOOKING MONETARY POLICY RULE: EVIDENCE FROM EUROPEAN COUNTRIES. (2012). Kishor, N.
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  66. A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through. (2012). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Kývýlcým Metin ozcan, .
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  67. Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary. (2011). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
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  69. The Evolution of the Monetary Policy Regimes in the U.S.. (2011). Kim, Chang-Jin ; Bae, Jinho .
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  70. Time Varying Monetary Policy Rules and Financial Stress. (2011). Vaaek, Boek ; Horvth, Roman ; Baxa, Jaromr .
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  71. How Does Monetary Policy Respond to Financial Stress?. (2011). Vašíček, Bořek ; Horvath, Roman ; Vasicek, Borek ; Baxa, Jaromir .
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  73. Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?. (2011). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
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  75. Frequency Dependence in a Real-Time Monetary Policy Rule. (2010). Verbrugge, Randal ; Tsang, Kwok Ping ; Ashley, Richard.
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  76. Is Monetary Policy in New Members States Asymmetric?. (2010). Vašíček, Bořek.
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  77. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
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  78. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
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  79. Time-varying asymmetries in central bank preferences: The case of the ECB. (2010). Ikeda, Taro.
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  80. Econometric modeling of technical change. (2010). JORGENSON, Dale W. ; Jin, Hui.
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  81. Battese-coelli estimator with endogenous regressors. (2010). Kutlu, Levent.
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  82. The Phillips curve and the Italian lira, 1861-1998. (2010). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
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  83. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
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  84. TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY. (2010). Milas, Costas ; Martin, Christopher.
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  85. MONETARY POLICY REGIME SHIFTS: NEW EVIDENCE FROM TIME-VARYING INTEREST RATE RULES. (2010). Trecroci, Carmine ; Vassalli, Matilde.
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  86. Wage Bargaining and the Phillips Curve in Italy. (2010). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
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  87. Opting out of the great inflation: German monetary policy after the breakdown of Bretton Woods. (2009). Beyer, Andreas ; Gaspar, Vitor ; Issing, Otmar ; Gerberding, Christina .
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  88. Wage Bargaining Coordination and the Phillips Curve in Italy. (2009). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
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  89. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
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  90. Opting out of the Great Inflation: German monetary policy after the break down of Bretton Woods. (2009). Beyer, Andreas ; Gaspar, Vitor ; Issing, Otmar ; Gerberding, Christina .
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