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The Taylor rule : a spurious regression?

Österholm, Pär (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001790878

The Taylor rule : a spurious regression?

Österholm, Pär - In: Bulletin of economic research 57 (2005) 3, pp. 217-247

Persistent link: https://www.econbiz.de/10002976877

The Taylor Rule : A Spurious Regression?

Österholm, Pär - 2005

processes, implying that cointegration is a necessary condition both for consistent estimation of the parameters of the model … and compatibility between the model and the data. Tests find little support for cointegration and, together with an out …

Persistent link: https://www.econbiz.de/10014062471

Analyzing monetary policy in a real-time setting

Tchaidze, Robert R. - 2002

Persistent link: https://www.econbiz.de/10003778923

The Role of Policy Rule Misspecification in Monetary Policy Inertia Debate

Podpiera, Jirí - 2008

specification error when estimated on real data. I devise a policy rule estimation procedure, which is robust to marginal …

Persistent link: https://www.econbiz.de/10012724714

The reaction function of three central banks of Visegrad Group

Arlt, Josef; Mandel, Martin - In: Prague economic papers : a bimonthly journal of … 23 (2014) 3, pp. 269-289

Persistent link: https://www.econbiz.de/10011285642

US-euro area monetary policy interdependence : new evidence from Taylor Rule based VECMs

Belke, Ansgar (contributor); Cui, Yuhua (contributor) - 2009

This paper analyses the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...

Persistent link: https://www.econbiz.de/10003811795

Did the Bundesbank react to the US dollar exchange rate?

Eleftheriou, Maria - In: International review of economics & finance : IREF 51 (2017), pp. 235-244

Persistent link: https://www.econbiz.de/10011754441

Time-varying coefficient Taylor rule and Chinese monetary policy : evidence from the time-varying cointegration

Guo, Yu; Ma, Wei - In: Journal of economic development 41 (2016) 4, pp. 27-44

Persistent link: https://www.econbiz.de/10011585758

Parameter heterogeneity, persistence and cross-sectional dependence : new insights on fiscal policy reaction functions for the Euro area

Golinelli, Roberto; Mammi, Irene; Musolesi, Antonio - 2018 - This version: March 31st, 2018

policy and public debt. The aim of this paper is to address the challenges posed by the estimation of the discretionary … fiscal reaction function for the Euro area. We exploit recently introduced testing and estimation strategies for …. We find evidence of strong cross-sectional dependence in the panel, and clear support to a valid cointegration …

Persistent link: https://www.econbiz.de/10011813607