Details about Anthony Yates

Access statistics for papers by Anthony Yates.

Last updated 2017-05-26. Update your information in the RePEc Author Service.

Short-id: pya126

Working Papers

2013

1. Monetary Policy Delegation and Equilibrium Coordination
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
   Also in Working Papers, Business School - Economics, University of Glasgow (2013) View citations (5)
2. Risk news shocks and the business cycle
   Bank of England working papers, Bank of England View citations (16)
3. The pitfalls of speed-limit interest rate rules at the zero lower bound
   Bank of England working papers, Bank of England View citations (3)

2011

4. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
   Bank of England working papers, Bank of England View citations (33)
   See also Journal Article A Bayesian approach to optimal monetary policy with parameter and model uncertainty, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (29) (2011)
5. Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
   Bank of England working papers, Bank of England
6. The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
   Bank of England working papers, Bank of England View citations (5)

2007

7. Escaping Nash and Volatile Inflation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
   Also in Bank of England working papers, Bank of England (2007) View citations (16)

2006

8. The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model
   Bank of England working papers, Bank of England View citations (27)
   See also Journal Article The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model, International Journal of Central Banking, International Journal of Central Banking (2008) View citations (63) (2008)

2005

9. Monetary policy and data uncertainty
   Bank of England working papers, Bank of England View citations (6)

2004

10. Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models
    Bank of England working papers, Bank of England View citations (8)
11. Forecasting with measurement errors in dynamic models
    Bank of England working papers, Bank of England View citations (5)
    Also in Royal Economic Society Annual Conference 2003, Royal Economic Society (2003) View citations (5)
    See also Journal Article Forecasting with measurement errors in dynamic models, International Journal of Forecasting, Elsevier (2005) View citations (13) (2005)

2003

12. Rational expectations and fixed-event forecasts: an application to UK inflation
    Bank of England working papers, Bank of England View citations (12)
    See also Journal Article Rational expectations and fixed-event forecasts: An application to UK inflation, Empirical Economics, Springer (2005) View citations (13) (2005)

2002

13. How uncertain are the welfare costs of inflation?
    Bank of England working papers, Bank of England View citations (6)
    Also in Royal Economic Society Annual Conference 2002, Royal Economic Society (2002) View citations (6)

2001

14. Hybrid inflation and price level targeting
    Bank of England working papers, Bank of England View citations (27)
    See also Journal Article Hybrid Inflation and Price-Level Targeting, Journal of Money, Credit and Banking, Blackwell Publishing (2003) View citations (48) (2003)

2000

15. Trade credit and the monetary transmission mechanism
    Bank of England working papers, Bank of England View citations (52)

1999

16. Inflation and real disequilibria
    Bank of England working papers, Bank of England View citations (18)
17. To trim or not to trim? An application of a trimmmed mean inflation estimator to the United Kingdom
    Bank of England working papers, Bank of England View citations (31)
18. Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom
    Bank of England working papers, Bank of England View citations (23)

1998

19. Are UK inflation expectations rational?
    Bank of England working papers, Bank of England View citations (33)
20. Are there downward nominal rigidities in product markets?
    Bank of England working papers, Bank of England View citations (25)
21. Downward nominal rigidity and monetary policy
    Bank of England working papers, Bank of England View citations (32)

1997

22. How do UK companies set prices?
    Bank of England working papers, Bank of England View citations (87)

1996

23. Feasible Mechanisms for Achieving Monetary Stability: a Comparison of Inflation Targeting and the ERM
    Bank of England working papers, Bank of England
24. Mechanisms for Achieving Monetary Stability: Inflation Targeting Versus the ERM
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    See also Journal Article Mechanisms for Achieving Monetary Stability: Inflation Targeting versus the ERM, Journal of Money, Credit and Banking, Blackwell Publishing (1997) View citations (20) (1997)
25. What Determines the Short-run Output-Inflation Trade-off?
    Bank of England working papers, Bank of England View citations (12)

Undated

26. Self-confirming Inflation Persistence
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis

Journal Articles

2014

1. Inference on stochastic time-varying coefficient models
   Journal of Econometrics, 2014, 179, (1), 46-65 View citations (70)

2011

2. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
   Journal of Economic Dynamics and Control, 2011, 35, (12), 2186-2212 View citations (29)
   See also Working Paper A Bayesian approach to optimal monetary policy with parameter and model uncertainty, Bank of England working papers (2011) View citations (33) (2011)

2010

3. Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models
   Journal of Applied Econometrics, 2010, 25, (5), 869-893 View citations (3)

2008

4. The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model
   International Journal of Central Banking, 2008, 4, (2), 219-254 View citations (63)
   See also Working Paper The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model, Bank of England working papers (2006) View citations (27) (2006)

2007

5. Escaping Volatile Inflation
   Journal of Money, Credit and Banking, 2007, 39, (4), 981-993 View citations (22)

2005

6. Forecasting with measurement errors in dynamic models
   International Journal of Forecasting, 2005, 21, (3), 595-607 View citations (13)
   See also Working Paper Forecasting with measurement errors in dynamic models, Bank of England working papers (2004) View citations (5) (2004)
7. Rational expectations and fixed-event forecasts: An application to UK inflation
   Empirical Economics, 2005, 30, (3), 539-553 View citations (13)
   See also Working Paper Rational expectations and fixed-event forecasts: an application to UK inflation, Bank of England working papers (2003) View citations (12) (2003)

2003

8. Hybrid Inflation and Price-Level Targeting
   Journal of Money, Credit and Banking, 2003, 35, (3), 283-300 View citations (48)
   See also Working Paper Hybrid inflation and price level targeting, Bank of England working papers (2001) View citations (27) (2001)

2000

9. Are UK Companies' Prices Sticky?
   Oxford Economic Papers, 2000, 52, (3), 425-46 View citations (128)

1997

10. Mechanisms for Achieving Monetary Stability: Inflation Targeting versus the ERM
    Journal of Money, Credit and Banking, 1997, 29, (1), 46-60 View citations (20)
    See also Working Paper Mechanisms for Achieving Monetary Stability: Inflation Targeting Versus the ERM, CEPR Discussion Papers (1996) View citations (7) (1996)