Details about Peter von zur Muehlen

Access statistics for papers by Peter von zur Muehlen.

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Short-id: pvo94

Working Papers

2011

1. A predictive multi-agent approach to model systems with linear rational expectations
   MPRA Paper, University Library of Munich, Germany

2006

2. Robustifying Learnability
   2006 Meeting Papers, Society for Economic Dynamics
   Also in Working Paper Series, European Central Bank (2006) View citations (1)
   Computing in Economics and Finance 2005, Society for Computational Economics (2005)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (4)
   See also Journal Article Robustifying learnability, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (7) (2009)

2004

3. Inflation in the 1970s in the U.S.: Misspecification, Learning and Sunspots
   Computing in Economics and Finance 2004, Society for Computational Economics
   Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003)

2003

4. Avoiding Nash Inflation: Bayesian and Robust Responses to Model Uncertainty
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (26)
   See also Journal Article Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2004) View citations (3) (2004)

2002

5. Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (9)

2001

6. Activist vs. non-activist monetary policy: optimal rules under extreme uncertainty
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
7. Avoiding Nash Inflation: does robust policy help?
   Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
8. The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2000

9. MONETARY POLICY ATTENUATION AS ROBUST RESPONSE TO MISSPECIFIED DYNAMICS IN A FORWARD LOOKING MODEL
   Computing in Economics and Finance 2000, Society for Computational Economics
10. Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (14)
    See also Journal Article Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?, Journal of Economic Dynamics and Control, Elsevier (2001) View citations (140) (2001)

1999

11. Simplicity versus optimality the choice of monetary policy rules when agents must learn
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (14)
    See also Journal Article Simplicity versus optimality: The choice of monetary policy rules when agents must learn, Journal of Economic Dynamics and Control, Elsevier (2001) View citations (47) (2001)
12. Why is the Fed So Reluctant to React?
    Computing in Economics and Finance 1999, Society for Computational Economics

1997

13. Expectations, learning and the costs of disinflation: experiments using the FRB/US model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)

1990

14. Here's looking at you: modelling and policy use of auction price expectations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
15. Optimal interest rate rules with information from money and auction markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article An Optimal Interest Rate Rule with Information from Money and Auction Markets, Journal of Money, Credit and Banking, Blackwell Publishing (1994) View citations (1) (1994)
16. Predicting inflation with commodity prices
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
17. Some problems with identification in parametric models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
18. Sticky inflation and interest rate rules with auction prices
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1989

19. Co-integration: is it a property of the real world?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

1988

20. On a problem in identifying linear parametric models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1988)

1987

21. Further thoughts on testing for casuality with econometric models
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Further thoughts on testing for causality with econometric models, Journal of Econometrics, Elsevier (1988) View citations (11) (1988)

1986

22. Forecasting money demand with econometric models
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1984

23. The foundations of econometrics: are there any?
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)

1983

24. On logical validity and econometric modelling: the case of money supply
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1982

25. A maximum probability approach to short-run policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article A maximum probability approach to short-run policy, Journal of Econometrics, Elsevier (1981) View citations (5) (1981)
26. A measure of the cost of money market volatility associated with money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
27. The short-run volatility of money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
    See also Journal Article The short-run volatility of money stock targeting, Journal of Monetary Economics, Elsevier (1982) View citations (9) (1982)
28. Two papers on the volatility of money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

1979

29. Monopolistic competition and sequential search
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article Monopolistic competition and sequential search, Journal of Economic Dynamics and Control, Elsevier (1980) View citations (6) (1980)

1977

30. Optimal bands in short-run monetary policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
31. Some partial equilibrium of tax reform on corporate policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

1976

32. Anticipating a price freeze or how not to get caught with your prices down
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
33. On the rationality of discontinuous monetary policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

1972

34. Optimal price adjustment: tests of a price equation in U.S. manufacturing
    MPRA Paper, University Library of Munich, Germany

1971

35. N-person dynamic oligopoly: the case of conjectured price variations under certainty
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
36. On the optimal monopoly price over time
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
37. Price behavior in U.S. manufacturing: an application of dynamic monopoly pricing
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

Undated

38. Expectations, Learning and the Design of Monetary Policy Rules
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2022

1. Prices and Taxes in a Ramsey Climate Policy Model under Heterogeneous Beliefs and Ambiguity
   Economies, 2022, 10, (10), 1-56
2. THE STATE OF ECONOMETRICS AFTER JOHN W. PRATT, ROBERT SCHLAIFER, BRIAN SKYRMS, AND ROBERT L. BASMANN
   Sankhya B: The Indian Journal of Statistics, 2022, 84, (2), 627-654
3. The Role of Coefficient Drivers of Time-Varying Coefficients in Estimating the Total Effects of a Regressor on the Dependent Variable of an Equation
   JRFM, 2022, 15, (8), 1-14

2017

4. On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply
   Econometrics, 2017, 5, (3), 1-3 View citations (2)

2009

5. Robustifying learnability
   Journal of Economic Dynamics and Control, 2009, 33, (2), 296-316 View citations (7)
   See also Working Paper Robustifying Learnability, 2006 Meeting Papers (2006) (2006)

2004

6. Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty
   Review of Economic Dynamics, 2004, 7, (4), 869-899 View citations (3)
   See also Working Paper Avoiding Nash Inflation: Bayesian and Robust Responses to Model Uncertainty, Finance and Economics Discussion Series (2003) View citations (2) (2003)

2001

7. Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
   Journal of Economic Dynamics and Control, 2001, 25, (6-7), 911-949 View citations (140)
   See also Working Paper Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?, Finance and Economics Discussion Series (2000) View citations (14) (2000)
8. Simplicity versus optimality: The choice of monetary policy rules when agents must learn
   Journal of Economic Dynamics and Control, 2001, 25, (1-2), 245-279 View citations (47)
   See also Working Paper Simplicity versus optimality the choice of monetary policy rules when agents must learn, Finance and Economics Discussion Series (1999) View citations (14) (1999)

1994

9. An Optimal Interest Rate Rule with Information from Money and Auction Markets
   Journal of Money, Credit and Banking, 1994, 26, (4), 917-33 View citations (1)
   See also Working Paper Optimal interest rate rules with information from money and auction markets, Finance and Economics Discussion Series (1990) (1990)

1990

10. Comparing forecasts from fixed and variable coefficient models: The case of money demand
    International Journal of Forecasting, 1990, 6, (4), 469-477 View citations (3)

1988

11. Further thoughts on testing for causality with econometric models
    Journal of Econometrics, 1988, 39, (1-2), 105-147 View citations (11)
    See also Working Paper Further thoughts on testing for casuality with econometric models, Special Studies Papers (1987) (1987)

1984

12. The Impossibility of Causality Testing
    Journal of Agricultural Economics Research, 1984, 36, (3), 19 View citations (14)

1982

13. Policy Robustness: Specification and Simulation of a Monthly Money Market Model
    Journal of Money, Credit and Banking, 1982, 14, (4), 829-56 View citations (16)
14. The short-run volatility of money stock targeting
    Journal of Monetary Economics, 1982, 10, (2), 215-237 View citations (9)
    See also Working Paper The short-run volatility of money stock targeting, Special Studies Papers (1982) View citations (11) (1982)

1981

15. A maximum probability approach to short-run policy
    Journal of Econometrics, 1981, 15, (1), 31-48 View citations (5)
    See also Working Paper A maximum probability approach to short-run policy, Special Studies Papers (1982) View citations (2) (1982)

1980

16. Monopolistic competition and sequential search
    Journal of Economic Dynamics and Control, 1980, 2, (1), 257-281 View citations (6)
    See also Working Paper Monopolistic competition and sequential search, Special Studies Papers (1979) View citations (1) (1979)
17. The 'flexible accelerator' and optimization with a finite horizon
    Economics Letters, 1980, 5, (1), 21-27

1979

18. Price dispersion in atomistic competition
    Economics Letters, 1979, 3, (4), 327-332