Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Anh D.M. Nguyen, Efthymios G. Pavlidis, David A. Peel
| Year of publication: |
Dez 2018
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|---|---|
| Authors: | Nguyen, Anh D. M. ; Pavlidis, Efthymios G. ; Peel, David |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 5, p. 1-16
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| Subject: | asymmetric objective | monetary policy rules | particle filter | real-time data | stochastic volatility | Taylor rule | time-varying parameter model | Geldpolitik | Monetary policy | Taylor-Regel | USA | United States | Theorie | Theory | Regelbindung versus Diskretion | Rules versus discretion | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Volatilität | Volatility | Inflationssteuerung | Inflation targeting | Inflationsrate | Inflation rate |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0092 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011966001