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Robust monetary rules under unstructured and structured model uncertainty. (2008). Levine, Paul.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008899.

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Cited: 6

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Cites: 19

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Cocites: 50

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Citations

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  1. Monetary policy in an uncertain world: probability models and the design of robust monetary rules. (2012). Levine, Paul.
    In: Indian Growth and Development Review.
    RePEc:eme:igdrpp:v:5:y:2012:i:1:p:70-88.

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  2. Probability models and robust policy rules. (2012). Pearlman, Joseph ; McAdam, Peter ; Levine, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:2:p:246-262.

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  3. Monetary policy in an uncertain world: Probability models and the design of robust monetary rules.. (2010). Levine, Paul.
    In: Working Papers.
    RePEc:npf:wpaper:10/72.

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  4. Robust monetary rules under unstructured model uncertainty. (2010). Pearlman, Joseph ; Levine, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:456-471.

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  5. Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules. (2010). Levine, Paul.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:21853.

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  6. The Asian crisis and macroeconomic development: the impact of ambiguity. (2008). Spanjers, Willy .
    In: Economics Discussion Papers.
    RePEc:ris:kngedp:2008_003.

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References

References cited by this document

  1. Adam, K. and Billi, R. M. (2007). Discretionary Monetary Policy and the Zero Lower Bound on Nominal Interest Rates. Journal of Monetary Economics. Forthcoming.

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  10. European Economic Review, 43, 813-823. Svensson, L. E. 0. (2000). Robust control made simple. Unpublished manuscript, Prince- ton University.
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  14. Keynes, J. M. (1936). The General Theory of Employment, Interest and Money. Macmil- lan, New York.
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  15. Levin, A., Wieland, V., and Williams, J. C. (2003). The performance of inflation forecast- based rules under model uncertainty. American Economic Review, 93, 622-45.
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  16. Levine, P., McAdam, P., Pearlman, J., and Pierse., R. (2008). Risk Management in Action: Robust Monetary Rules under Structured Uncertainty. ECB Working Paper No. 870.

  17. Tetlow, R. J. and von zur Muehlen, P. (2001). Robust monetary policy with misspecified models: control: Does model uncertainty always call for attenuated policy? Journal of Economic Dynamics and Control, 25(6/7), 911-949.

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  19. Woodford, M. (2003). Foundations of a Theory of Monetary Policy. Princeton University Press.
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  2. Risk Management for Monetary Policy at the Zero Lower Bound. (2015). Gourio, Francois ; Fisher, Jonas.
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