Details about Robert Tetlow

Access statistics for papers by Robert Tetlow.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pte28

Working Papers

2023

1. Retail Central Bank Digital Currencies: Implications for Banking and Financial Stability
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2022

2. How Large is the Output Cost of Disinflation?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
3. The Macroeconomic Implications of CBDC: A Review of the Literature
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2018

4. Some Implications of Uncertainty and Misperception for Monetary Policy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
5. The Monetary Policy Response to Uncertain Inflation Persistence
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   See also Journal Article The monetary policy response to uncertain inflation persistence, Economics Letters, Elsevier (2019) View citations (7) (2019)

2014

6. Financial stress and economic dynamics: the transmission of crises
   Working Paper Series, European Central Bank View citations (13)
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (40)
   See also Journal Article Financial stress and economic dynamics: The transmission of crises, Journal of Monetary Economics, Elsevier (2015) View citations (149) (2015)

2013

7. Melting down: Systemic financial instability and the macroeconomy
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (14)
8. The Federal Reserve's framework for monetary policy - recent changes and new questions
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
   See also Journal Article The Federal Reserve’s Framework for Monetary Policy: Recent Changes and New Questions, IMF Economic Review, Palgrave Macmillan (2015) View citations (35) (2015)

2010

9. Real-time model uncertainty in the United States: 'Robust' policies put to the test
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
   See also Journal Article Real-Time Model Uncertainty in the United States: "Robust" Policies Put to the Test, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (18) (2015)

2007

10. Learning and the Role of Macroeconomic Factors in the Term Structure of Interest Rates
    2007 Meeting Papers, Society for Economic Dynamics View citations (19)

2006

11. Macroeconomic factors in the term structure of interest rates when agents learn
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
12. Real-time model uncertainty in the United States: the Fed from 1996-2003
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    Also in Working Paper Series, European Central Bank (2006) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (5)
13. 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)

2005

14. Optimal Policy Projections
    MPRA Paper, University Library of Munich, Germany View citations (60)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (51)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (62)
    See also Journal Article Optimal Policy Projections, International Journal of Central Banking, International Journal of Central Banking (2005) View citations (63) (2005)

2004

15. 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

16. 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

17. 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)

2000

18. Inflation targeting and target instability
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
    See also Journal Article Inflation Targeting and Traget Instability, International Journal of Central Banking, International Journal of Central Banking (2008) View citations (4) (2008)
19. 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)
20. THE FED IS NOT AS IGNORANT AS YOU THINK
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)

1999

21. Errors in the measurement of the output gap and the design of monetary policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (20)
    See also Journal Article Errors in the measurement of the output gap and the design of monetary policy, Journal of Economics and Business, Elsevier (2000) View citations (185) (2000)
22. Optimal control of large, forward-looking models efficient solutions and two examples
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
23. 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)

1997

24. 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)

1996

25. The Bank of Canada's New Quarterly Projection Model. Part 3, the Dynamic Model: QPM
    Technical Reports, Bank of Canada View citations (88)

1995

26. GOVERNMENT DEBT AND DEFICITS IN CANADA: A Macro Simulation Analysis
    Macroeconomics, University Library of Munich, Germany View citations (11)
    Also in Staff Working Papers, Bank of Canada View citations (7)

Undated

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

Journal Articles

2019

1. The monetary policy response to uncertain inflation persistence
   Economics Letters, 2019, 175, (C), 5-8 View citations (7)
   See also Working Paper The Monetary Policy Response to Uncertain Inflation Persistence, FEDS Notes (2018) View citations (3) (2018)

2015

2. Financial stress and economic dynamics: The transmission of crises
   Journal of Monetary Economics, 2015, 70, (C), 100-115 View citations (149)
   See also Working Paper Financial stress and economic dynamics: the transmission of crises, Working Paper Series (2014) View citations (13) (2014)
3. Real-Time Model Uncertainty in the United States: "Robust" Policies Put to the Test
   International Journal of Central Banking, 2015, 11, (2), 113-155 View citations (18)
   See also Working Paper Real-time model uncertainty in the United States: 'Robust' policies put to the test, Finance and Economics Discussion Series (2010) View citations (8) (2010)
4. The Federal Reserve’s Framework for Monetary Policy: Recent Changes and New Questions
   IMF Economic Review, 2015, 63, (1), 22-70 View citations (35)
   See also Working Paper The Federal Reserve's framework for monetary policy - recent changes and new questions, Finance and Economics Discussion Series (2013) View citations (5) (2013)

2009

5. Commentary on The challenges of estimating potential output in real time
   Review, 2009, 91, (Jul), 291-296
6. 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)

2008

7. Inflation Targeting and Traget Instability
   International Journal of Central Banking, 2008, 4, (4), 151-192 View citations (4)
   See also Working Paper Inflation targeting and target instability, Finance and Economics Discussion Series (2000) View citations (7) (2000)

2007

8. On the robustness of simple and optimal monetary policy rules
   Journal of Monetary Economics, 2007, 54, (5), 1397-1405 View citations (6)
9. Real-Time Model Uncertainty in the United States: The Fed, 1996-2003
   Journal of Money, Credit and Banking, 2007, 39, (7), 1533-1561 View citations (18)
   Also in Journal of Money, Credit and Banking, 2007, 39, (7), 1533-1561 (2007) View citations (1)

2005

10. Optimal Policy Projections
    International Journal of Central Banking, 2005, 1, (3) View citations (63)
    See also Working Paper Optimal Policy Projections, MPRA Paper (2005) View citations (60) (2005)

2004

11. 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)
12. Berc Rustem and Melendres Howe, Algorithms for Worst-Case Design and Applications to Risk Management. Princeton, NJ: Princeton University Press, 2002. ISBN 0-691-09154-4
    Computational Economics, 2004, 24, (3), 301-304

2001

13. 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)
14. 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)

2000

15. Errors in the measurement of the output gap and the design of monetary policy
    Journal of Economics and Business, 2000, 52, (1-2), 117-141 View citations (185)
    See also Working Paper Errors in the measurement of the output gap and the design of monetary policy, Finance and Economics Discussion Series (1999) View citations (20) (1999)

1999

16. Aggregate disturbances, monetary policy, and the macroeconomy: the FRB/US perspective
    Federal Reserve Bulletin, 1999, 85, (Jan), 1-19 View citations (81)

1998

17. Implementing price stability bands, boundaries and inflation targeting
    Proceedings, 1998, (Mar) View citations (6)

1994

18. The Bank of Canada's new Quarterly Projection Model (QPM): An introduction
    Bank of Canada Review, 1994, 1994, (Autumn), 23-38 View citations (43)