Modeling changes in US monetary policy
Year of publication: |
[{2016]
|
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Authors: | Nguyen, Anh D. M. ; Pavlidis, Efthymios G. ; Peel, David |
Publisher: |
Lancester : Lancaster University Management School |
Subject: | Real-time data | Taylor rule | Monetary policy rules | Particle filter | Asymmetric objective | Time-varying parameter model | Stochastic volatility | Geldpolitik | Monetary policy | Taylor-Regel | Schätzung | Estimation | Theorie | Theory | USA | United States | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Zustandsraummodell | State space model | Regelbindung versus Diskretion | Rules versus discretion | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
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Series: | Economics working paper series. - Lancaster : Lancaster University Management School, ZDB-ID 3009784-8. - Vol. 2016/011 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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