EconPapers    
Economics at your fingertips  
 

Details about Richard Dennis

E-mail:
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (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 2020-06-20. Update your information in the RePEc Author Service.

Short-id: pde49


Jump to Journal Articles Chapters Software Items

Working Papers

2020

  1. 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 IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2016) Downloads View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads
  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 Working Papers, Business School - Economics, University of Glasgow (2015) Downloads View citations (1)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) Downloads
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2015) Downloads View citations (3)
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2015) Downloads View citations (1)

    See also Journal Article in Theoretical Economics (2018)

2016

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

2014

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

    See also Journal Article in Macroeconomic Dynamics (2016)

2013

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

    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2010

  1. Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads View citations (1)
    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 Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (3)
    NCER Working Paper Series, National Centre for Econometric Research (2008) Downloads
  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 (1)

2008

  1. Consumption-habits in a new Keynesian business cycle model
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (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 (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (2)

2007

  1. Learning and optimal monetary policy
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (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 (4)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006) Downloads View citations (6)
    Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (12)

2006

  1. Methods for Robust Control
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads 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) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (6)

    See also Journal Article in Journal of Economic Dynamics and Control (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 (5)

2004

  1. New Keynesian Optimal-Policy Models: An Empirical Assessment
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (2)
    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 (7)
  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 (18)
    Working Paper Series, Federal Reserve Bank of San Francisco (2002) Downloads View citations (6)

    See also Journal Article in Journal of Money, Credit and Banking (2006)
  2. Inferring policy objectives from economic outcomes
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (10)

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 in The Economic Record (2003)

2001

  1. Optimal policy in rational-expectations models: new solution algorithms
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (8)
    See also Journal Article in Macroeconomic Dynamics (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

    See also Journal Article in Journal of Economic Dynamics and Control (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 in Journal of Applied Econometrics (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 (9)
  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 (10)

Journal Articles

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 (6)
    See also Working Paper (2017)

2016

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

2014

  1. Imperfect credibility and robust monetary policy
    Journal of Economic Dynamics and Control, 2014, 44, (C), 218-234 Downloads View citations (10)
    See also Working Paper (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 (23)
  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 (29)

2009

  1. 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)
  2. Methods for robust control
    Journal of Economic Dynamics and Control, 2009, 33, (8), 1604-1616 Downloads View citations (27)
    See also Working Paper (2006)

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 (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 (4)
  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 (55)
    See also Working Paper (2001)

2006

  1. How Important Is Precommitment for Monetary Policy?
    Journal of Money, Credit and Banking, 2006, 38, (4), 847-872 Downloads View citations (67)
    See also Working Paper (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 (86)
    See also Working Paper (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 (2)
  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. Interest rates and monetary policy: conference summary
    FRBSF Economic Letter, 2004, (jun4) Downloads
  3. New Keynesian models and their fit to the data
    FRBSF Economic Letter, 2004, (jul9) Downloads
  4. Policy applications of a global macroeconomic model
    FRBSF Economic Letter, 2004, (jun11) Downloads View citations (4)
  5. Solving for optimal simple rules in rational expectations models
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1635-1660 Downloads View citations (34)
    See also Working Paper (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 (22)
    See also Working Paper (2002)
  2. Finance and macroeconomics
    FRBSF Economic Letter, 2003, (may2) Downloads View citations (12)
  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 Downloads View citations (8)
  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 (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 Downloads

Software Items

 
Page updated 2021-03-01