Pierre L. Siklos
Balsillie School of International Affairs
386 Papers
2.4K Citations
Pierre L. Siklos is an academic researcher from Balsillie School of International Affairs. The author has contributed to research in topics: Monetary policy & Inflation. The author has an hindex of 38, co-authored 370 publications. Previous affiliations of Pierre L. Siklos include Stellenbosch University & University of Oxford.
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Papers
Inflation Targeting Around the World
TL;DR: This paper examined the inflation record of twentynine inflation-and non-inflation-targeting economies and found that inflation persistence has fallen in only a handful of emerging market economies and that the inflationtargeting regime is not especially fragile in emerging markets.
Fiscal and monetary institutions and policies: onward and upward?
TL;DR: In this article, the authors assess prevailing monetary and fiscal policies, taking the form of a review encompassing many different measurements of policy stance and policymaking processes, including monetary policy and the need to adjust budget balance for the state of the business cycle.
Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history
TL;DR: In this paper, a real-time data set is constructed for both Canada and the US that permits the estimation of a reaction function, and the authors find that while the case against James Coyne is not proven, there was a brief period when monetary policy was excessively tight, and this may well have worsened an already weak economic environment.
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Forecast Disagreement and the Inflation Outlook: New International Evidence
TL;DR: In this article, the authors examined short-term inflation forecast disagreement in nine advanced economies and evaluated it vis-a-vis several benchmarks, including the S&P 500 and the MWC.
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The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank
Martin T. Bohl,Pierre L. Siklos +1 more
TL;DR: In this article, the impact of adding asset prices to the standard Taylor rule specification was investigated and the authors found that asset prices can be highly relevant as instruments in policy rules and that forecast-based Taylor rules perform best using the root mean squared error metric.