Modeling changes in US monetary policy
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 |
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