教材連結(含線上教學資訊)
The teaching material links (including online teaching information)：

Reading Lists:
[1] Chen, S.-S. and Y.-H. Chou, (2012) “Rational expectations, changing monetary policy rules, and real exchange rate dynamics,” Journal of Banking & Finance 36, 2824–2836.
[2] Clarida, R., J. Gal’? and M. Gertler, (1998) “Monetary policy rules in practice. Some international evidence,” European Economic Review 42, 1033–1067.
[3] Clarida, R., J. Gal’? and M. Gertler, (2000) “Monetary policy rules and macroeconomic stability: Evidence and some theory,” Quarterly Journal of Economics 115, 147–180.
[4] Consolo, A. and C.A. Favero, (2009) “Monetary policy inertia: More a fiction than a fact?” Journal of Monetary Economics 56, 900–906.
[5] Engel, C. and K.D. West, (2006) “Taylor rules and the Deutschmark-Dollar real exchange rate,” Journal of Money, Credit & Banking 38, 1175–1194.
[6] Faust, J. and J. Rogers, (2003) “Monetary policy’s role in exchange rate behaviour” Journal of Monetary Economics 50, 1403–1424.
[7] Gerberding, C., F. Seitz and A. Worms, (2005) “How the Bundesbank really conducted monetary policy,” North American Journal of Economics & Finance 16, 277–292.
[8] Giannone, D., L. Reichlin and L. Sala, (2004) “Monetary policy in real time,” NBER Macroeconomics Annual, 161–200.
[9] Kharel, R.S., C. Martin and C. Milas, (2010) “The complex response of monetary policy to the exchange rate,” Scottish Journal of Political Economy 57, 103–117.
[10] Mark, N.C., (2009) “Changing monetary policy rules, learning and real exchange rate dynamics,” Journal of Money, Credit & Banking 41, 1047–1070.
[11] Molodtsova, T., A. Nikolsko-Rzhevskyy and D.H. Papell, (2008) “Taylor rules with real-time data: A tale of two countries and one exchange rate,” Journal of Monetary Economics 55, S63–S79.
[12] Nikolsko-Rzhevskyy, A., (2011) “Monetary policy estimation in real time: Forward-looking Taylor rules without forward-looking data,” Journal of Money, Credit & Banking 43, 871–897.
[13] Orphanides, A., (2001) “Monetary policy rules based on real-time data,” American Economic Review 91, 964–985.
[14] Rudebusch, G.D., (2002) “Term structure evidence on interest rate smoothing and monetary policy inertia,” Journal of Monetary Economics 49, 1161–1187.
[15] Woo, W.T., (1985) “The monetary approach to exchange rate determination under rational expectations: The Dollar-Deutschmark rate,” Journal of International Economics 18, 1–16.
[16] Woodford, M., (1999) “Optimal monetary policy inertia,” Manchester School S, 1–35.