Details about Richard Dennis

Access statistics for papers by Richard Dennis.

Last updated 2020-06-20. Update your information in the RePEc Author Service.

Short-id: pde49

Working Papers

2020

1. Monetary Policy when Preferences are Quasi-Hyperbolic
   Working Papers, Business School - Economics, University of Glasgow
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2017

2. Durations at the Zero Lower Bound
   Working Papers, Business School - Economics, University of Glasgow
   Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2016) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017)
3. The Optimal Degree of Monetary-Discretion in a New Keynesian Model with Private Information
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, Business School - Economics, University of Glasgow (2015) View citations (1)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015)
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2015) View citations (3)
   UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2015) View citations (1)
   See also Journal Article in Theoretical Economics (2018)

2016

4. Monetary and Macroprudential Policy Games in a Monetary
   Working Paper Research, National Bank of Belgium View citations (1)

2014

5. Computing Markov-Perfect Optimal Policies in Business-Cycle Models
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2014) View citations (1)
   See also Journal Article in Macroeconomic Dynamics (2016)

2013

6. Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
   Working Papers, Business School - Economics, University of Glasgow (2013)
7. Expectations Traps and Coordination Failures with Discretionary Policymaking
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
   Also in Working Papers, Business School - Economics, University of Glasgow (2013) View citations (2)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) View citations (2)
8. Imperfect Credibility and Robust Monetary Policy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, Business School - Economics, University of Glasgow (2013)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012)
   See also Journal Article in Journal of Economic Dynamics and Control (2014)

2010

9. Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) View citations (1)
   Working Paper Series, Federal Reserve Bank of San Francisco (2010) View citations (5)

2009

10. MODEL UNCERTAINTY AND MONETARY POLICY
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations (3)
    NCER Working Paper Series, National Centre for Econometric Research (2008)
11. Timeless Perspective Policymaking: When is Discretion Superior?
    NCER Working Paper Series, National Centre for Econometric Research View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2008) View citations (1)

2008

12. Consumption-habits in a new Keynesian business cycle model
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2009)
13. THE FREQUENCY OF PRICE ADJUSTMENT AND NEW KEYNESIAN BUSINESS CYCLE DYNAMICS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (2)

2007

14. Learning and optimal monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
15. Monetary Policy in a Small Open Economy with a Preference for Robustness
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) View citations (6)
    Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations (12)

2006

16. Methods for Robust Control
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (3)
    Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
17. Monetary Policy and Model Uncertainty in a Small Open Economy
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

18. Robust control with commitment: a modification to Hansen-Sargent
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (5)

2004

19. New Keynesian Optimal-Policy Models: An Empirical Assessment
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (2)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (5)
20. Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (7)
21. learning optimal monetary policies
    Econometric Society 2004 North American Summer Meetings, Econometric Society

2003

22. How Important is Precommitment for Monetary Policy?
    Computing in Economics and Finance 2003, Society for Computational Economics
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2002) View citations (18)
    Working Paper Series, Federal Reserve Bank of San Francisco (2002) View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2006)
23. Inferring policy objectives from economic outcomes
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (10)

2002

24. Exploring the role of the real exchange rate in Australian monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco
    See also Journal Article in The Economic Record (2003)

2001

25. Optimal policy in rational-expectations models: new solution algorithms
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (8)
    See also Journal Article in Macroeconomic Dynamics (2007)
26. Pre-commitment, the timeless perspective, and policymaking from behind a veil of uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
27. Solving for Optimal Simple Rules in Rational Expectations Models
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (5)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2000)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)
28. The policy preferences of the U.S. Federal Reserve
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (10)
    See also Journal Article in Journal of Applied Econometrics (2006)

2000

29. Instability under nominal GDP targeting: the role of expectations
    Working Paper Series, Federal Reserve Bank of San Francisco
    Also in Working Papers, Australian National University - Department of Economics (1998) View citations (10)
30. Optimal simple targeting rules for small open economies
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (9)
31. Steps toward identifying central bank policy preferences
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)

1999

32. Conditionally Optimal Rules in a Simple Closed Economy Model Under Discretion and Commitment
    Working Papers, Australian National University - Department of Economics
33. Optimal and Conditionallly Optimal Targeting Rules for Small Open Economies
    Working Papers, Australian National University - Department of Economics

1997

34. A measure of monetary conditions
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (10)

Journal Articles

2018

1. Equilibrium Coordination with Discretionary Policy Making
   Economic Journal, 2018, 128, (609), 710-727
2. The optimal degree of monetary-discretion in a New Keynesian model with private information
   Theoretical Economics, 2018, 13, (3) View citations (6)
   See also Working Paper (2017)

2016

3. COMPUTING MARKOV-PERFECT OPTIMAL POLICIES IN BUSINESS-CYCLE MODELS
   Macroeconomic Dynamics, 2016, 20, (7), 1850-1872
   See also Working Paper (2014)

2014

4. Imperfect credibility and robust monetary policy
   Journal of Economic Dynamics and Control, 2014, 44, (C), 218-234 View citations (10)
   See also Working Paper (2013)

2013

5. Macroeconomic Theory: A Dynamic General Equilibrium Approach, 2nd edn, by Michael Wickens ( Princeton University Press, Princeton, NJ, 2011 ), pp. xvii + 616 front matter
   The Economic Record, 2013, 89, (285), 275-276

2010

6. How robustness can lower the cost of discretion
   Journal of Monetary Economics, 2010, 57, (6), 653-667 View citations (23)
7. The “inflation” in inflation targeting
   FRBSF Economic Letter, 2010, (jun7)
8. When is discretion superior to timeless perspective policymaking?
   Journal of Monetary Economics, 2010, 57, (3), 266-277 View citations (29)

2009

9. Consumption Habits in a New Keynesian Business Cycle Model
   Journal of Money, Credit and Banking, 2009, 41, (5), 1015-1030 View citations (62)
   See also Working Paper (2008)
10. Methods for robust control
    Journal of Economic Dynamics and Control, 2009, 33, (8), 1604-1616 View citations (27)
    See also Working Paper (2006)

2008

11. Learning and optimal monetary policy
    Journal of Economic Dynamics and Control, 2008, 32, (6), 1964-1994 View citations (11)
    See also Working Paper (2007)
12. Monetary policy and asset markets: conference summary
    FRBSF Economic Letter, 2008, (jul11)

2007

13. Fixing the New Keynesian Phillips curve
    FRBSF Economic Letter, 2007, (nov30) View citations (4)
14. Monetary policy, transparency, and credibility: conference summary
    FRBSF Economic Letter, 2007, (may25) View citations (3)
15. OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
    Macroeconomic Dynamics, 2007, 11, (1), 31-55 View citations (55)
    See also Working Paper (2001)

2006

16. How Important Is Precommitment for Monetary Policy?
    Journal of Money, Credit and Banking, 2006, 38, (4), 847-872 View citations (67)
    See also Working Paper (2003)
17. Labor markets and the macroeconomy: conference summary
    FRBSF Economic Letter, 2006, (jul21)
18. The policy preferences of the US Federal Reserve
    Journal of Applied Econometrics, 2006, 21, (1), 55-77 View citations (86)
    See also Working Paper (2001)

2005

19. Fiscal and monetary policy: conference summary
    FRBSF Economic Letter, 2005, (jun10)
20. Inflation targeting under commitment and discretion
    Economic Review, 2005, 1-13 View citations (2)
21. Uncertainty and monetary policy
    FRBSF Economic Letter, 2005, (nov30) View citations (5)

2004

22. Comment
    Journal of Business & Economic Statistics, 2004, 22, 165-169
23. Interest rates and monetary policy: conference summary
    FRBSF Economic Letter, 2004, (jun4)
24. New Keynesian models and their fit to the data
    FRBSF Economic Letter, 2004, (jul9)
25. Policy applications of a global macroeconomic model
    FRBSF Economic Letter, 2004, (jun11) View citations (4)
26. Solving for optimal simple rules in rational expectations models
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1635-1660 View citations (34)
    See also Working Paper (2001)

2003

27. Exploring the Role of the Real Exchange Rate in Australian Monetary Policy
    The Economic Record, 2003, 79, (244), 20-38 View citations (22)
    See also Working Paper (2002)
28. Finance and macroeconomics
    FRBSF Economic Letter, 2003, (may2) View citations (12)
29. Time-inconsistent monetary policies: recent research
    FRBSF Economic Letter, 2003, (apr11) View citations (8)

2002

30. Inferring policy objectives from policy actions
    FRBSF Economic Letter, 2002, (apr5) View citations (5)

2001

31. Inflation Expectations and the Stability Properties of Nominal GDP Targeting
    Economic Journal, 2001, 111, (468), 103-13 View citations (8)
32. Monetary policy and exchange rates in small open economies
    FRBSF Economic Letter, 2001, (may25) View citations (2)

1999

33. Discretionary monetary policy with costly inflation
    Economics Letters, 1999, 65, (1), 91-96 View citations (2)

1997

34. Bandwidth, bandlength, and inflation targeting: some observations
    Reserve Bank of New Zealand Bulletin, 1997, 60 View citations (2)

Chapters

2014

1. Comments on Pierre Siklos' paper
   A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 31-34

Software Items