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泰勒型规则的研究文献综述 被引量:2

A Survey of Taylor-type Monetary Policy Rules
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摘要 界定经济模型中的货币政策反应函数有多种方法。近年来,随着泰勒规则或者说是泰勒型规则的实际运用,出现了对这一问题进行研究的大量文献。泰勒规则虽然简单并易于控制,但它却体现了货币当局调控行为的本质。本文对有关泰勒型货币政策规则特征的研究文献做了一个简要回顾,并考察了对泰勒原式的修正以及运用和设计泰勒规则的理论及实证问题。
作者 卞志村
出处 《财经问题研究》 CSSCI 北大核心 2005年第8期14-20,共7页 Research On Financial and Economic Issues
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参考文献15

  • 1Taylor, John B. 1993. Discretion versus policy rules in practice [ J]. Carnegie-Rochester Conference Series on Public Policy, 1993.39 : 195 - 214.
  • 2Kozicki,Sharorr How Useful Are Taylor Rules for Monetary Policy? [J]. Economic Review, Federal Reserve Bank of Kansas City. Economic Review 1999,No 84(2) : 5 -33.
  • 3Favero, Carlo A. and Riccardo Rovelli. Modeling and Identifying Central Banks' Preferences [ J ]. Centre for Economic Policy Research Discussion Paper,1999, No. 2178.
  • 4Levin, Andrew, Volker Wieland, and John C. Williams. Robustness of Simple Policy Rules under Model Uncertainty [M]. In Taylor, J.B. (Ed.),Monetary Policy Rules. University of Chicago Press,Chicago, 1999.
  • 5Clarida, Richard, Jordi Gali, and Mark Gertler. Monetary Policy and Macroeconomic Stability: Evidence and Some Theory[J]. The Quarterly Journal of Economics ,2000 ,115(1) :147 -66.
  • 6Judd, John P. and Glenn D. Rudebusch. Taylor' s Rule and the Fed: 1970-1997 [J]. FRBSR Economic Review,1998,3 : 3 - 16.
  • 7Rudebusch,Glenn D. Is the Fed too Timid? Monetary Policy in an Uncertain World [J]. Review of Economics and Statistics ,2001,83(2) : 203 - 17.
  • 8Rapach, David E. and Christian E. Weber. Are Real Interest Rates Really Nonstationary? [J]. Seattle University Working Paper, (June) ,2001.
  • 9McCaUum, Bennett T. and Edward Nelsorr Performance Operational Policy Rules in an Estimated Sert/classical Semiclassical Model [ M ]. In Taylor,J. B. (Ed.) ,Monetary Policy Rules. University of Chicago Press,Chicago,1999.
  • 10Rudebusch, Glenn D. and Lars E. O. Svensson. Policy Rules for Inflation Targeting [ M]. In Taylor, J. B.(Ed.), Monetary Policy Rules. University of Chicago Press : Chicago, 1999.

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