We are extremely grateful to Atanas Christev for discussion and advice on econometric and other issues, and to two anonymous referees for helpful comments.
Time Horizons and Smoothing in the Bank of England's Reaction Function: The Contrast Between the Standard GMM and Ex Ante Forecast Approaches*
Version of Record online: 4 JUL 2012
© John Wiley & Sons Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 5, pages 662–679, October 2013
How to Cite
Cobham, D. and Kang, Y. (2013), Time Horizons and Smoothing in the Bank of England's Reaction Function: The Contrast Between the Standard GMM and Ex Ante Forecast Approaches. Oxford Bulletin of Economics and Statistics, 75: 662–679. doi: 10.1111/j.1468-0084.2012.00709.x
- Issue online: 16 AUG 2013
- Version of Record online: 4 JUL 2012
Appendix A: Reconstructing the ex ante forecasts
Appendix B: Unit root tests
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