The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area

B-Tier
Journal: International Journal of Central Banking
Year: 2005
Volume: 1
Issue: 1

Authors (4)

Ramón Adalid (not in RePEc) Günter Coenen (not in RePEc) Peter McAdam (European Central Bank) Stefano Siviero (Banca d'Italia)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

In this paper, we examine the performance and robustness of optimized interest-rate rules in four models of the euro area that differ considerably in terms of size, degree of aggregation, relevance of forward-looking behavioral elements, and adherence to microfoundations. Our findings are broadly consistent with results documented for models of the

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2005:q:2:a:3
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25