Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Year of publication: |
2006
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Authors: | Kim, Chang-jin ; Nelson, Charles R. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 53.2006, 8, p. 1949-1966
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Subject: | Geldpolitik | Monetary policy | Regelbindung versus Diskretion | Rules versus discretion | Taylor-Regel | Taylor rule | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | Nichtlineare Regression | Nonlinear regression | 1960-2001 |
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