Modeling changes in US monetary policy
Anh D.M. Nguyen, Efthymios G. Pavlidis, and David A. Peel
| Year of publication: |
[{2016]
|
|---|---|
| Authors: | Nguyen, Anh D. M. ; Pavlidis, Efthymios G. ; Peel, David |
| Publisher: |
Lancester : Lancaster University Management School |
| Subject: | Real-time data | Taylor rule | Monetary policy rules | Particle filter | Asymmetric objective | Time-varying parameter model | Stochastic volatility | Geldpolitik | Monetary policy | Taylor-Regel | USA | United States | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Regelbindung versus Diskretion | Rules versus discretion | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | Volatilität | Volatility | Dynamisches Gleichgewicht | Dynamic equilibrium |
freely available
| Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
|---|---|
| Series: | Economics working paper series. - Lancaster : Lancaster University Management School, ZDB-ID 3009784-8. - Vol. 2016/011 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176808