[1] Batini, N., and A. G. Haldane, (1998), “Forward-Looking Rules for Monetary
Policy”, in Monetary Policy Rules (J.B.Taylor, eds.), National Bureau
of Economic Research and Chicago Press: Chicago.
[2] Benhabib, J., S. Schmitt-Grohe, and M. Uribe, (2001), “The Perils of
Taylor Rules”, Journal of Economic Theory, 96, pp. 40-69.
[3] Blinder, A. S., (1997), “What Central Bankers Can Learn From Academics
and Vice-Versa”, Journal of Economic Perspectives, 11, pp. 3-20.
[4] Christiano, L. J., M. Eichenbaum, and C. L. Evans, (1997), “Sticky Prices
and Limited Participation Models of Money: A Comparison”, European
Economic Review, 41, pp. 1201-1241.
[5] Christiano, L. J., and C. J. Gust, (1999), “Taylor Rules in a Limited
Participation Model”, National Bureau of Economic Research, Working
Paper, 7017.
[6] Christiano, L. J., and M. Rostagno, (2001), “Money Growth Monitoring
and the Taylor Rule”, National Bureau of Economic Research, Working
Paper, 8539.
[7] Clarida, R., J. Gali, and M. Gertler, (2000), “Monetary Policy Rules
and Macroeconomic Stability: Evidence and Some Theory”, Quarterly
Journal of Economics, 115, pp. 147-180.
[8] Clarida, R., J. Gali, and M. Gertler, (1998), “Monetary Policy Rules in
Practice: Some International Evidence”, European Economic Review, 42,
pp. 1033-1067.
[9] Coakley, J., A.-M. Fuerte and M.-T. Perez, (2003), “Numerical Issues in
Threshold AutoregressiveModeling of Time Series”, Journal of Economic
Dynamics and Control, 27, pp. 2219-42.
[10] Cukierman, A., (2000), “The Inflation Bias Result Revisited”, Tel-Aviv
University, Mimeo.
[11] Dolado, J., R. Maria-Dolores, and M. Naveira, (2002), “Are Monetary-
Policy Reaction Functions Asymmetric? The Role of Non-Linearity in
the Phillips Curve”, European Economic Review, (under second revision).
[12] Dolado, J., R. Maria-Dolores, and M. Naveira, (2000) “Asymmetries in
Monetary Policy Rules: Evidence For Four Central Banks”, Centre for
Economic Policy Research, Discussion Paper Series, 2441.
[13] Dolado, J., R. Maria-Dolores, and F. Ruge-Murcia, (2002), “Non-Linear
Monetary Policy Rules: Some New Evidence For the U.S.”, Centre for
Economic Policy Research, Discussion Paper Series, 3405.
[14] Favero, C., and R. Rovelli, (1999), “Modeling and Identifying Central
Banks’ Preferences”, Centre for Economic Policy Research, Discussion
Paper Series, 2178.
[15] Gali, J., M. Gertler, and J. López-Salido, (2001), “European Inflation
Dynamics”, European Economic Review, 45, pp. 1237-1270.
[16] Gerlach, S., (2000), “Asymmetric Policy Reactions and Inflation”, Bank
for International Settlements, Working Paper.
[17] Hall, A. R.,(2000), “Covariance Matrix Estimation and the Power of the
Overidentifying Restrictions Test”, Econometrica, 68, pp. 1517-1527.
[18] Hansen, B., (2003), “Graduate Econometrics Lecture Notes”, Department
of Economics, University of Wisconsin-Madison.
[19] Hansen, B., (1996), “Inference when a Nuisance Parameter is Not Identified
Under the Null Hypothesis”, Econometrica, 64, pp. 413-430.
[20] Muscatelli, A., and C. Trecroci, (2000), “Monetary Policy Rules, Policy
Preferences, and Uncertainty: Recent Empirical Evidence”, Journal of
Economic Surveys, 14, pp. 597-627.
[21] Nobay, R. A., and D. A. Peel, (2000), “Optimal Monetary Policy With
A Nonlinear Phillips Curve”, Economic Letters, 67, pp. 159-164.
[22] Orphanides, A., (2001), “Monetary Policy Rules, Macroeconomic Stability
and Inflation: A View From Trenches”, European Central Bank,
Working Paper, 115.
[23] Orphanides, A., D. Small, V. Wieland, and D. Wilcox, (1997), “A Quantitative
Exploration of the Opportunistic Approach to Disinflation”, Federal
Reserve Board, Finance and Economics Discussion Paper Series, 36.
[24] Orphanides, A., and D. Wilcox, (1996), “The Opportunistic Approach to
Dissinflation”, Federal Reserve Board, Finance and Economics Discussion
Paper Series, 96-24.