I am highly grateful to my advisor, David Papell, for his guidance and valuable suggestions. I am thankful to Olivier Coibion, Dean Croushore, Adriana Fernandez, Andrew Hussey, David Kemme, Chris Murray, Tanya Molodtsova, Simon van Norden, Elena Pesavento, Jeremy Piger, Ruxandra Prodan, Tara Sinclair, William Smith, and participants at presentations at the Midwest Econometrics Group Meeting, Annual Meetings of the Southern Economic Association, Fordham University, and Emory University for helpful comments and discussions. I am also grateful to the editor, Masao Ogaki, and two anonymous referees, whose constructive comments have greatly improved this article, and to Athanasios Orphanides for sharing the data.
Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data
Article first published online: 20 JUL 2011
© 2011 The Ohio State University
Journal of Money, Credit and Banking
Volume 43, Issue 5, pages 871–897, August 2011
How to Cite
NIKOLSKO-RZHEVSKYY, A. (2011), Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data. Journal of Money, Credit and Banking, 43: 871–897. doi: 10.1111/j.1538-4616.2011.00400.x
- Issue published online: 20 JUL 2011
- Article first published online: 20 JUL 2011
- Received November 20, 2008; and accepted in revised form January 24, 2011.
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