Fina

Selected Articles and Publications...

"Robustifying Learnability" 33, Journal of Economic Dynamics and Control,2 (February 2009): 296-316 (with Peter von zur Muehlen). Lots of full-colour pictures in this article which means that although it is readable in black and white, only the online version looks the way it was intended. Readers who subscribe to ScienceDirect can see it here. Click here for the manuscript version, which also has the full-colour charts.

"Inflation Targeting and Target Instability" 4, International Journal of Central Banking,4 (December 2008): 151-192 Here is the link. The longer, working paper version is here.

"Real-time Model Uncertainty in the United States: the Fed, 1996-2003" 39,Journal of Money, Credit and Banking,7 (October): 15"33-1561 (with Brian Ironside). Here is the significantly longer working paper version.

"On the Robustness of Simple and Optimal Monetary Policy Rules" 54, Journal of Monetary Economics,5 (July): 1397-1405. Click here for the manuscript version.

"Monetary Policy, Asset Prices and Misspecification: the robust approach to model uncertainty and bubbles" in Issues in Inflation Targeting (Ottawa: The Bank of Canada, 2006). Click here for a PDF.

"Optimal Policy Projections" International Journal of Central Banking,1(3): 177-207 (with Lars E. O Svensson). Click here for a PDF of the text from the IJCB site.

"Review of 'Algorithms for worst-case design and applications to risk management' by Berc Rustem and Melendres Howe Computational Economics January 2005. Click here for a PDF of the text.

"Avoiding Nash Inflation: Bayesian and robust responses to model uncertainty" Review of Economic Dynamics7(4), October 2004: 869-899 (with Peter von zur Muehlen). Click here for the working paper version.

"Robust Monetary Policy with Misspecified Models: Does model uncertainty always call for attenuated policy?" Journal of Economic Dynamics and Control,25(6/7), March 2001: 911-949 (with Peter von zur Muehlen). Click here for a PDF of the working paper version of this article.

"Simplicity Versus Optimality: the choice of monetary policy rules when agents must learn" Journal of Economic Dynamics and Control,25(1/2), January 2001: 245-269 (with Peter von zur Muehlen).

"Optimal Control of Large, Forward-Looking Models: efficient solutions and two examples" Finance and Economics Discussion Series paper no. 1999-51, (with Frederico Finan).

"Errors in Measurement of the Output Gap and the Design of Monetary Policy" Journal of Economics and Business,52: 117-141 (with Athanasios Orphanides, Richard Porter, David Reifschneider and Fred Finan. Click here for a PDF of the working paper version of this article.

"Aggregate Disturbances, Monetary Policy and the Macroeconomy: the FRB/US perspective" Federal Reserve Bulletin (January 1999): 1-19 (with Dave Reifschneider and John C. Williams).

"Learning and the Complexity of Monetary Policy Rules" in Benjamin Hunt and Adrian Orr (eds.) Monetary Policy Under Uncertainty (Wellington, New Zealand: Reserve Bank of New Zealand) 1999 (with Peter von zur Muehlen and Frederico S. Finan.

"Expectations, Learning and the Costs of Disinflation" in Monetary Policy and the Inflation Process" BIS Papers,4 (July 1997).

"Chapter 4" in Flint Brayton and Peter Tinsley (eds.) A Guide to FRB/US: A macroeconometric model of the United States" Finance and Economics Discussion Series paper no. 1999-42, Board of Governors of the Federal Reserve System (October 1996) with John C. Williams.

"The Dynamic Model: QPM" Part 3 of The Bank of Canada's New Quarterly Projection Model, Bank of Canada Technical Report no. 75, May 1996 (with Donald Coletti, Ben Hunt and David Rose).

"Transmission Channels for Monetary Policy in the Bank of Canada's Quarterly Projection Model (QPM): some simulation experiments" in Financial Structure and the Monetary Policy Transmission Mechanism (Basle: Bank for International Settlements) with Ben Hunt and Brian O'Reilly.

"The Steady-State Model: SSQPM" Parrt 1 of The Bank of Canada's New Quarterly Projection Model Bank of Canada Technical Report no. 72,(Ottawa: Bank of Canada) November (with Richard Black, Douglas Laxton and David Rose).

"The Bank of Canada's New Quarterly Projection Model: an introduction" Bank of Canada Review (Autumn 1994): 23-38 (with Stephen Poloz and David Rose).

"Government Debt and Deficits in Canada: A macro simulation analysis" in William Robson and William Scarth (eds.) Deficit Reduction: what pain, what gain? Policy Study no. 23 (Toronto: C. D. Howe Institute) 1994: 231-272 (with R. Tiff Macklem and David E. Rose).

"Zero Inflation or Price-Level Stabilty? Some results from stochastic simulations of a small open economy macro model" in Economic Behaviour and Policy Choice Under Price Stability (Ottawa: Bank of Canada) 1993 (with Jean-Francois Fillion).

"Problems in Identifying Non-linear Phillips Curves: some further consequences of mismeasuring potential output" Bank of Canada working paper no. 93-6. July 1993 (with Douglas Laxton and David Rose).

"Monetary Policy, Uncertainty and the Presumption of Linearity" Bank of Canada Technical Report no. 63, (Ottawa: Bank of Canada), August 1993 (with Douglas Laxton and David Rose).

"A Simple Multivariate Filter for the Measurement of Potential Output" Bank of Canada Technical Report no. 59, (Ottawa: Bank of Canada), July 1992 (with Douglas Laxton).

"Government Debt in an Open Economy" Bank of Canada Technical Report no. 58 (Ottawa: Bank of Canada) January 1992 (with Douglas Laxton).

 

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