Unconventional monetary policy reaction functions : evidence from the US
Year of publication: |
2020
|
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Authors: | Agnello, Luca ; Castro, Vítor ; Dufrénot, Gilles ; Jawadi, Fredj ; Sousa, Ricardo M. |
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. 24.2020, 4, p. 1-18
|
Subject: | asset prices | central bank reserves | inflation | nonlinear models | output gap | shadow short rate | term spread | unconventional monetary policy reaction function | Geldpolitik | Monetary policy | Schätzung | Estimation | USA | United States | Taylor-Regel | Taylor rule | Zinsstruktur | Yield curve | Wirkungsanalyse | Impact assessment | Nichtlineare Regression | Nonlinear regression | Quantitative Lockerung | Quantitative easing | Inflation |
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