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Original Articles

A note on Taylor rules and the term structure

Pages 1097-1101 | Published online: 26 Jun 2009

References

  • Batini , N. and Haldane , A. G. 1999 . “ Forward-looking rules for monetary policy ” . In Monetary Policy Rules , Edited by: Taylor , J. B. 157 – 92 . Chicago : University of Chicago Press .
  • Fendel , R. and Frenkel , M. 2005 . Monetary policy rules and the information content of the term structure of interest rates . Applied Economics Letters , 12 : 933 – 36 .
  • Goodfriend , M. 1998 . Using the term structure of interest rates for monetary policy . Federal Reverse Bank of Richmond Economic Quarterly , 84 : 13 – 30 .
  • Rotemberg , J. J. and Woodford , M. 1997 . “ An optimization-based econometric framework for the evaluation of monetary policy ” . In NBER Macroeconomics Annual Edited by: Bernanke , B. S. and Julio , J. 297 – 346 .
  • Rudebusch , G. D. and Svensson , L. E. O. 1999 . “ Policy rules for inflation targeting ” . In Monetary Policy Rules , Edited by: Taylor , J. B. 203 – 46 . Chicago : University of Chicago Press .
  • Svensson , L. E. O. 1997 . Inflation forecast targeting: implementing and monitoring inflation targets . European Economic Review , 41 : 1111 – 46 .
  • Woodford , M. 1999 . Optimal monetary policy inertia , Cambridge, MA : NBER Working Paper No. 7261 .

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