Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982

C-Tier
Journal: Economic Modeling
Year: 2013
Volume: 32
Issue: C
Pages: 113-123

Authors (2)

Minford, Patrick (not in RePEc) Ou, Zhirong (Cardiff University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We compare three standard New Keynesian models differing only in their representations of monetary policy—the Optimal Timeless Rule, the original Taylor Rule and another with ‘interest rate smoothing’—with the aim of testing which if any can match the data according to the method of indirect inference. We find that the Optimal Timeless Rule performs the best, either with calibrated parameters or with estimated parameters. This model can also account for the widespread finding of apparent ‘Taylor Rules’ and smoothed interest rates in the data, even though neither of these represents the true policy.

Technical Details

RePEc Handle
repec:eee:ecmode:v:32:y:2013:i:c:p:113-123
Journal Field
General
Author Count
2
Added to Database
2026-01-26