Estimating the Market-Perceived Monetary Policy Rule

James D. Hamilton, Seth Pruitt, Scott Borger

NBER Working Paper No. 16412
Issued in September 2010

---- Acknowledgements ----

We thank Michele Cavallo, Steve Davis, Joseph Gruber, John Leahy, Elmar Mertens, Ricardo Nunes, Robert Vigfusson, anonymous referees, and participants of the International Finance Workshop, Midwest Macro Meetings 2009, North American Econometric Society Meetings 2009, and NBER Monetary Group Fall 2009 Meeting for helpful comments, and Michael Reynolds for research assistance. The views in this paper are solely the responsibility of the authors and should not be interpreted as reflecting the views of the Board of Governors of the Federal Reserve System, any other person associated with the Federal Reserve System, or the National Bureau of Economic Research.

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