Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule
Year of publication: |
2021
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Authors: | Lafuente, Juan Angel ; Monfort, Mercedes ; Pérez, Rafaela ; Ruíz, Jesús |
Published in: |
Economics : the open-access, open-assessment journal. - Berlin : DeGruyter, ISSN 1864-6042, ZDB-ID 2324918-3. - Vol. 15.2021, 1, p. 150-162
|
Subject: | Kalman filter | monetary shocks | particle filter | Taylor rule | Taylor-Regel | Schock | Shock | Zustandsraummodell | State space model | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1515/econ-2021-0010 [DOI] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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