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Original Articles

Measuring inflation targeting's impact on the macroeconomy

Pages 1027-1035 | Published online: 23 Oct 2008

References

  • Bernanke , B. S. and Woodford , M. , eds. 2004 . The Inflation Targeting Debate , Chicago : University of Chicago Press .
  • Brüggemann, R., Krolzig, H. M. and Lütkepohl, H. (2003) Comparison of model reduction methods for VAR processes, Nuffield College, University of Oxford, Economics Working Paper No. W13
  • Faust , J. and Henderson , D. W. 2004 . Is inflation targeting best-practice monetary policy? . Federal Reserve Bank of St. Louis Review , 86 : 117 – 43 .
  • Hendry , D. and Krolzig , H. M. 2001 . Automatic Model Selection Using PcGets , London : Timberlake Consultants LTD .
  • Hendry , D. F. and Krolzig , H. M. 2005 . The properties of automatic GETS modelling . Economic Journal , 115 : C32 – 61 .
  • Mishkin , F. and Posen , A. 1997 . Inflation targeting: lessons from four countries . Economic Policy Review , 3 : 9 – 110 .
  • Sims , C. , Stock , J. H. and Watson , M. W. 1990 . Inference in linear time series models with some unit roots . Econometrica , 58 : 113 – 44 .

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