J. Gorter
Economics and Econometrics · 2008
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 9 citations into it
Whom J. Gorter trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from J. Gorter's perspective
Ordered by how strongly the researchers J. Gorter trusts endorse each paper. Same corpus, a different order for every researcher.
- Term structure evidence on interest rate smoothing and monetary policy inertia
- The Taylor Rule and Optimal Monetary Policy
- The Two Pillars of the European Central Bank
- Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- The Taylor Rule and Interest Rates in the EMU Area
- Instrumental Variables Regression with Weak Instruments
Their papers
- Taylor Rules for the ECB Using Expectations Data (2008) — 127 citations