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
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Working Papers
2020
- 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
- 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)
- 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
- Monetary and Macroprudential Policy Games in a Monetary
Working Paper Research, National Bank of Belgium View citations (1)
2014
- 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
- 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)
- 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)
- 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
- 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
- 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)
- 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
- 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)
- 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
- 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)
- 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
- 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)
- Monetary Policy and Model Uncertainty in a Small Open Economy
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- Robust control with commitment: a modification to Hansen-Sargent
Working Paper Series, Federal Reserve Bank of San Francisco View citations (5)
2004
- 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)
- 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)
- learning optimal monetary policies
Econometric Society 2004 North American Summer Meetings, Econometric Society
2003
- 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)
- Inferring policy objectives from economic outcomes
Working Paper Series, Federal Reserve Bank of San Francisco View citations (10)
2002
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- Optimal simple targeting rules for small open economies
Working Paper Series, Federal Reserve Bank of San Francisco View citations (9)
- Steps toward identifying central bank policy preferences
Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
1999
- Conditionally Optimal Rules in a Simple Closed Economy Model Under Discretion and Commitment
Working Papers, Australian National University - Department of Economics
- Optimal and Conditionallly Optimal Targeting Rules for Small Open Economies
Working Papers, Australian National University - Department of Economics
1997
- A measure of monetary conditions
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (10)
Journal Articles
2018
- Equilibrium Coordination with Discretionary Policy Making
Economic Journal, 2018, 128, (609), 710-727
- 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
- COMPUTING MARKOV-PERFECT OPTIMAL POLICIES IN BUSINESS-CYCLE MODELS
Macroeconomic Dynamics, 2016, 20, (7), 1850-1872 
See also Working Paper (2014)
2014
- 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
- 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
- How robustness can lower the cost of discretion
Journal of Monetary Economics, 2010, 57, (6), 653-667 View citations (23)
- The “inflation” in inflation targeting
FRBSF Economic Letter, 2010, (jun7)
- When is discretion superior to timeless perspective policymaking?
Journal of Monetary Economics, 2010, 57, (3), 266-277 View citations (29)
2009
- 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)
- Methods for robust control
Journal of Economic Dynamics and Control, 2009, 33, (8), 1604-1616 View citations (27)
See also Working Paper (2006)
2008
- Learning and optimal monetary policy
Journal of Economic Dynamics and Control, 2008, 32, (6), 1964-1994 View citations (11)
See also Working Paper (2007)
- Monetary policy and asset markets: conference summary
FRBSF Economic Letter, 2008, (jul11)
2007
- Fixing the New Keynesian Phillips curve
FRBSF Economic Letter, 2007, (nov30) View citations (4)
- Monetary policy, transparency, and credibility: conference summary
FRBSF Economic Letter, 2007, (may25) View citations (3)
- 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
- 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)
- Labor markets and the macroeconomy: conference summary
FRBSF Economic Letter, 2006, (jul21)
- 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
- Fiscal and monetary policy: conference summary
FRBSF Economic Letter, 2005, (jun10)
- Inflation targeting under commitment and discretion
Economic Review, 2005, 1-13 View citations (2)
- Uncertainty and monetary policy
FRBSF Economic Letter, 2005, (nov30) View citations (5)
2004
- Comment
Journal of Business & Economic Statistics, 2004, 22, 165-169
- Interest rates and monetary policy: conference summary
FRBSF Economic Letter, 2004, (jun4)
- New Keynesian models and their fit to the data
FRBSF Economic Letter, 2004, (jul9)
- Policy applications of a global macroeconomic model
FRBSF Economic Letter, 2004, (jun11) View citations (4)
- 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
- 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)
- Finance and macroeconomics
FRBSF Economic Letter, 2003, (may2) View citations (12)
- Time-inconsistent monetary policies: recent research
FRBSF Economic Letter, 2003, (apr11) View citations (8)
2002
- Inferring policy objectives from policy actions
FRBSF Economic Letter, 2002, (apr5) View citations (5)
2001
- Inflation Expectations and the Stability Properties of Nominal GDP Targeting
Economic Journal, 2001, 111, (468), 103-13 View citations (8)
- Monetary policy and exchange rates in small open economies
FRBSF Economic Letter, 2001, (may25) View citations (2)
1999
- Discretionary monetary policy with costly inflation
Economics Letters, 1999, 65, (1), 91-96 View citations (2)
1997
- Bandwidth, bandlength, and inflation targeting: some observations
Reserve Bank of New Zealand Bulletin, 1997, 60 View citations (2)
Chapters
2014
- Comments on Pierre Siklos' paper
A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 31-34
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