Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB

48 Pages Posted: 8 Jun 2016

See all articles by Pierre L. Siklos

Pierre L. Siklos

Wilfrid Laurier University - School of Business & Economics; Balsillie school of international affairs

Thomas Werner

European Central Bank (ECB)

Martin T. Bohl

University of Muenster

Date Written: 2004

Abstract

This paper estimates standard and extended Taylor rules for core countries in the euro

Keywords: reaction function, asset prices

JEL Classification: E5, E4

Suggested Citation

Siklos, Pierre L. and Werner, Thomas and Bohl, Martin T., Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB (2004). Bundesbank Series 1 Discussion Paper No. 2004,22, Available at SSRN: https://ssrn.com/abstract=2785067 or http://dx.doi.org/10.2139/ssrn.2785067

Pierre L. Siklos (Contact Author)

Wilfrid Laurier University - School of Business & Economics ( email )

Department of Economics
75 University Avenue W.
Waterloo, Ontario N2L 3C5
Canada
519-884-0710 Ext.. 3491 (Phone)

HOME PAGE: http://pierrelsiklos.com

Balsillie school of international affairs ( email )

67 Erb Street West
Waterloo, ON N2L 6C2
Canada

Thomas Werner

European Central Bank (ECB) ( email )

Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany

Martin T. Bohl

University of Muenster ( email )

Schlossplatz 2
D-48149 Muenster, D-48149
Germany

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