The Use and Abuse of Taylor Rules : How Precisely Can We Estimate Them? /

This paper draws attention to inconsistencies in estimating simple monetary policy rules and their implications for policy advice. We simulate a macroeconomic model with a backward reaction function similar to Taylor (1993). We estimate different versions of a policy rule, using these simulated data...

詳細記述

書誌詳細
第一著者: Tchaidze, Robert
その他の著者: Carare, Alina
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2005.
シリーズ:IMF Working Papers; Working Paper ; No. 2005/148
オンライン・アクセス:Full text available on IMF
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100 1 |a Tchaidze, Robert. 
245 1 4 |a The Use and Abuse of Taylor Rules :   |b How Precisely Can We Estimate Them? /  |c Robert Tchaidze, Alina Carare. 
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300 |a 1 online resource (30 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper draws attention to inconsistencies in estimating simple monetary policy rules and their implications for policy advice. We simulate a macroeconomic model with a backward reaction function similar to Taylor (1993). We estimate different versions of a policy rule, using these simulated data. Under certain circumstances, estimations document an illusionary presence of a lagged interest rate, or of forward-looking behavior. Our results are consistent with the fact that several authors found very different versions of monetary policy rules, all fitting the U.S. data well. We also survey the literature, providing a list of issues complicating practical use of Taylor rules. 
538 |a Mode of access: Internet 
700 1 |a Carare, Alina. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2005/148 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2005/148/001.2005.issue-148-en.xml  |z IMF e-Library