Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Ramaprasad Bhar and A.G. Malliaris
| Year of publication: |
Nov-Dec 2016
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| Authors: | Bhar, Ramaprasad ; Malliaris, Anastasios G. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 55/57, p. 5329-5339
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| Subject: | Monetary policy rule | nonlinear model | stock market | housing market | time-varying coefficient | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Regelbindung versus Diskretion | Rules versus discretion | Aktienmarkt | Stock market | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1176117 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742064