Identifying the nonlinear correlation between business cycle and monetary policy rule : evidence from China and the U.S.
Dayu Liu, Ning Xu, Tingting Zhao, Yang Song
| Year of publication: |
2018
|
|---|---|
| Authors: | Liu, Dayu ; Xu, Ning ; Zhao, Tingting ; Song, Yang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 73.2018, p. 45-54
|
| Subject: | Business cycle | LT-TVP-VAR model | Monetary policy rule | Multiple-threshold model | Geldpolitik | Monetary policy | China | Konjunktur | USA | United States | Regelbindung versus Diskretion | Rules versus discretion | Schätzung | Estimation | VAR-Modell | VAR model | Korrelation | Correlation |