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Details about Richard Dennis

Workplace:Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)
Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)
Globalization and Monetary Policy Institute, Economic Research Department, Federal Reserve Bank of Dallas, (more information at EDIRC)

Access statistics for papers by Richard Dennis.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pde49


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Working Papers

2022

  1. Monetary and macroprudential policy interactions in a model of the European Union
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)

2021

  1. Policy biases in a model with labor market frictions
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
  2. Using a hyperbolic cross to solve non-linear macroeconomic models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article Using a hyperbolic cross to solve non-linear macroeconomic models, Journal of Economic Dynamics and Control, Elsevier (2024) Downloads (2024)

2020

  1. Computing time-consistent equilibria: A perturbation approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article Computing time-consistent equilibria: A perturbation approach, Journal of Economic Dynamics and Control, Elsevier (2022) Downloads View citations (2) (2022)
  2. Monetary Policy when Preferences are Quasi-Hyperbolic
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads

2017

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

    See also Journal Article The optimal degree of monetary-discretion in a New Keynesian model with private information, Theoretical Economics, Econometric Society (2018) Downloads View citations (11) (2018)

2016

  1. Monetary and Macroprudential Policy Games in a Monetary
    Working Paper Research, National Bank of Belgium Downloads View citations (2)

2014

  1. Computing Markov-Perfect Optimal Policies in Business-Cycle Models
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) Downloads

    See also Journal Article COMPUTING MARKOV-PERFECT OPTIMAL POLICIES IN BUSINESS-CYCLE MODELS, Macroeconomic Dynamics, Cambridge University Press (2016) Downloads View citations (1) (2016)

2013

  1. Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2013) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads
  2. 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 Downloads View citations (1)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads View citations (2)
    Working Papers, Business School - Economics, University of Glasgow (2013) Downloads View citations (3)
  3. Imperfect Credibility and Robust Monetary Policy
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads

    See also Journal Article Imperfect credibility and robust monetary policy, Journal of Economic Dynamics and Control, Elsevier (2014) Downloads View citations (13) (2014)

2010

  1. Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads View citations (2)
    Working Paper Series, Federal Reserve Bank of San Francisco (2010) Downloads View citations (5)

2009

  1. Model uncertainty and monetary policy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in NCER Working Paper Series, National Centre for Econometric Research (2008) Downloads
    Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (6)
  2. Timeless Perspective Policymaking: When is Discretion Superior?
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2008) Downloads View citations (3)

2008

  1. Consumption-habits in a new Keynesian business cycle model
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
    See also Journal Article Consumption Habits in a New Keynesian Business Cycle Model, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (72) (2009)
  2. 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 Downloads View citations (5)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (5)

2007

  1. Learning and optimal monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
    See also Journal Article Learning and optimal monetary policy, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (11) (2008)
  2. Monetary Policy in a Small Open Economy with a Preference for Robustness
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (12)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) Downloads View citations (7)

2006

  1. Methods for Robust Control
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (11)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (6)
    2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (11)

    See also Journal Article Methods for robust control, Journal of Economic Dynamics and Control, Elsevier (2009) Downloads View citations (33) (2009)
  2. Monetary Policy and Model Uncertainty in a Small Open Economy
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Robust control with commitment: a modification to Hansen-Sargent
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

2004

  1. New Keynesian Optimal-Policy Models: An Empirical Assessment
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (8)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) Downloads View citations (5)
  2. Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (8)
  3. learning optimal monetary policies
    Econometric Society 2004 North American Summer Meetings, Econometric Society

2003

  1. 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) Downloads View citations (21)
    Working Paper Series, Federal Reserve Bank of San Francisco (2002) Downloads View citations (5)

    See also Journal Article How Important Is Precommitment for Monetary Policy?, Journal of Money, Credit and Banking, Blackwell Publishing (2006) Downloads View citations (81) (2006)
  2. Inferring policy objectives from economic outcomes
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (12)
    See also Journal Article Inferring Policy Objectives from Economic Outcomes, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2004) Downloads View citations (57) (2004)

2002

  1. Exploring the role of the real exchange rate in Australian monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article Exploring the Role of the Real Exchange Rate in Australian Monetary Policy, The Economic Record, The Economic Society of Australia (2003) Downloads View citations (23) (2003)

2001

  1. Optimal policy in rational-expectations models: new solution algorithms
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (7)
    See also Journal Article OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS, Macroeconomic Dynamics, Cambridge University Press (2007) Downloads View citations (72) (2007)
  2. Pre-commitment, the timeless perspective, and policymaking from behind a veil of uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)
  3. 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) Downloads View citations (1)

    See also Journal Article Solving for optimal simple rules in rational expectations models, Journal of Economic Dynamics and Control, Elsevier (2004) Downloads View citations (42) (2004)
  4. The policy preferences of the U.S. Federal Reserve
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (10)
    See also Journal Article The policy preferences of the US Federal Reserve, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) Downloads View citations (10) (2006)

2000

  1. 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)
  2. Optimal simple targeting rules for small open economies
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (11)
  3. Steps toward identifying central bank policy preferences
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

1999

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

1997

  1. A measure of monetary conditions
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (15)

Journal Articles

2024

  1. Using a hyperbolic cross to solve non-linear macroeconomic models
    Journal of Economic Dynamics and Control, 2024, 163, (C) Downloads
    See also Working Paper Using a hyperbolic cross to solve non-linear macroeconomic models, CAMA Working Papers (2021) Downloads View citations (1) (2021)

2023

  1. Monetary and macroprudential policy interactions in a model of the euro area
    Journal of Economic Dynamics and Control, 2023, 154, (C) Downloads

2022

  1. Computing time-consistent equilibria: A perturbation approach
    Journal of Economic Dynamics and Control, 2022, 137, (C) Downloads View citations (2)
    See also Working Paper Computing time-consistent equilibria: A perturbation approach, CAMA Working Papers (2020) Downloads (2020)

2018

  1. Equilibrium Coordination with Discretionary Policy Making
    Economic Journal, 2018, 128, (609), 710-727 Downloads
  2. The optimal degree of monetary-discretion in a New Keynesian model with private information
    Theoretical Economics, 2018, 13, (3) Downloads View citations (11)
    See also Working Paper The Optimal Degree of Monetary-Discretion in a New Keynesian Model with Private Information, Globalization Institute Working Papers (2017) Downloads (2017)

2016

  1. COMPUTING MARKOV-PERFECT OPTIMAL POLICIES IN BUSINESS-CYCLE MODELS
    Macroeconomic Dynamics, 2016, 20, (7), 1850-1872 Downloads View citations (1)
    See also Working Paper Computing Markov-Perfect Optimal Policies in Business-Cycle Models, Working Papers (2014) Downloads View citations (1) (2014)

2014

  1. Imperfect credibility and robust monetary policy
    Journal of Economic Dynamics and Control, 2014, 44, (C), 218-234 Downloads View citations (13)
    See also Working Paper Imperfect Credibility and Robust Monetary Policy, Working Papers (2013) Downloads (2013)

2013

  1. 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 Downloads

2010

  1. How robustness can lower the cost of discretion
    Journal of Monetary Economics, 2010, 57, (6), 653-667 Downloads View citations (25)
  2. The “inflation” in inflation targeting
    FRBSF Economic Letter, 2010, (jun7) Downloads
  3. When is discretion superior to timeless perspective policymaking?
    Journal of Monetary Economics, 2010, 57, (3), 266-277 Downloads View citations (31)

2009

  1. Consumption Habits in a New Keynesian Business Cycle Model
    Journal of Money, Credit and Banking, 2009, 41, (5), 1015-1030 View citations (72)
    Also in Journal of Money, Credit and Banking, 2009, 41, (5), 1015-1030 (2009) Downloads View citations (11)

    See also Working Paper Consumption-habits in a new Keynesian business cycle model, Working Paper Series (2008) Downloads View citations (4) (2008)
  2. Methods for robust control
    Journal of Economic Dynamics and Control, 2009, 33, (8), 1604-1616 Downloads View citations (33)
    See also Working Paper Methods for Robust Control, Working Papers (2006) Downloads View citations (11) (2006)
  3. Robustness ‐ by Lars Peter Hansen and Thomas J. Sargent
    The Economic Record, 2009, 85, (268), 108-109 Downloads

2008

  1. Learning and optimal monetary policy
    Journal of Economic Dynamics and Control, 2008, 32, (6), 1964-1994 Downloads View citations (11)
    See also Working Paper Learning and optimal monetary policy, Working Paper Series (2007) Downloads View citations (3) (2007)
  2. Monetary policy and asset markets: conference summary
    FRBSF Economic Letter, 2008, (jul11) Downloads

2007

  1. Fixing the New Keynesian Phillips curve
    FRBSF Economic Letter, 2007, (nov30) Downloads View citations (3)
  2. Monetary policy, transparency, and credibility: conference summary
    FRBSF Economic Letter, 2007, (may25) Downloads View citations (3)
  3. OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
    Macroeconomic Dynamics, 2007, 11, (1), 31-55 Downloads View citations (72)
    See also Working Paper Optimal policy in rational-expectations models: new solution algorithms, Working Paper Series (2001) Downloads View citations (7) (2001)

2006

  1. How Important Is Precommitment for Monetary Policy?
    Journal of Money, Credit and Banking, 2006, 38, (4), 847-872 Downloads View citations (81)
    See also Working Paper How Important is Precommitment for Monetary Policy?, Computing in Economics and Finance 2003 (2003) (2003)
  2. Labor markets and the macroeconomy: conference summary
    FRBSF Economic Letter, 2006, (jul21) Downloads
  3. The policy preferences of the US Federal Reserve
    Journal of Applied Econometrics, 2006, 21, (1), 55-77 Downloads View citations (10)
    Also in Journal of Applied Econometrics, 2006, 21, (1), 55-77 (2006) Downloads View citations (101)

    See also Working Paper The policy preferences of the U.S. Federal Reserve, Working Paper Series (2001) Downloads View citations (10) (2001)

2005

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

2004

  1. Comment
    Journal of Business & Economic Statistics, 2004, 22, 165-169 Downloads
  2. Inferring Policy Objectives from Economic Outcomes
    Oxford Bulletin of Economics and Statistics, 2004, 66, (s1), 735-764 Downloads View citations (57)
    See also Working Paper Inferring policy objectives from economic outcomes, Working Paper Series (2003) Downloads View citations (12) (2003)
  3. Interest rates and monetary policy: conference summary
    FRBSF Economic Letter, 2004, (jun4) Downloads
  4. New Keynesian models and their fit to the data
    FRBSF Economic Letter, 2004, (jul9) Downloads
  5. Policy applications of a global macroeconomic model
    FRBSF Economic Letter, 2004, (jun11) Downloads View citations (4)
  6. Solving for optimal simple rules in rational expectations models
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1635-1660 Downloads View citations (42)
    See also Working Paper Solving for Optimal Simple Rules in Rational Expectations Models, Computing in Economics and Finance 2001 (2001) View citations (5) (2001)

2003

  1. Exploring the Role of the Real Exchange Rate in Australian Monetary Policy
    The Economic Record, 2003, 79, (244), 20-38 Downloads View citations (23)
    See also Working Paper Exploring the role of the real exchange rate in Australian monetary policy, Working Paper Series (2002) Downloads (2002)
  2. Finance and macroeconomics
    FRBSF Economic Letter, 2003, (may2) Downloads View citations (11)
  3. Time-inconsistent monetary policies: recent research
    FRBSF Economic Letter, 2003, (apr11) Downloads View citations (8)

2002

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

2001

  1. Inflation Expectations and the Stability Properties of Nominal GDP Targeting
    Economic Journal, 2001, 111, (468), 103-13 View citations (9)
  2. Monetary policy and exchange rates in small open economies
    FRBSF Economic Letter, 2001, (may25) Downloads View citations (2)

1999

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

1997

  1. Bandwidth, bandlength, and inflation targeting: some observations
    Reserve Bank of New Zealand Bulletin, 1997, 60 Downloads View citations (3)

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 Downloads
 
Page updated 2024-07-13