Estimating Time-Varying Policy Neutral Rate in Real Time
Year of publication: |
2007-01
|
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Authors: | Horvath, Roman |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | policy neutral rate | Taylor rule | time-varying parameter model with endogenous regressors |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007/01 31 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
Source: |
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