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Inflation dynamics in the frequency domain

Martins, Manuel Mota Freitas; Verona, Fabio - In: Economics letters 231 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014461250

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

Time-Varying Parameters in Monetary Policy Rules : A GMM Approach

Anderl, Christina; Caporale, Guglielmo Maria - 2023

This paper assesses time variation in monetary policy rules by applying a Time-Varying Parameter Generalised Methods of Moments (TVP-GMM) framework. Using monthly data until December 2022 for five inflation targeting countries (the UK, Canada, Australia, New Zealand, Sweden) and five countries...

Persistent link: https://www.econbiz.de/10014348141

Monetary policy rules and inflation process in open emerging economies : evidence for 12 new EU members

Vašíček, Bořek - 2009

Persistent link: https://www.econbiz.de/10003949325

Monetary Policy Rules and Inflation Process in Open Emerging Economies : Evidence for 12 New EU Members

Vasicek, Borek - 2009

authorities of 12 new EU members. Using estimation of an augmented Taylor rule, we find that this setting was not always … end, we carry out an estimation of an open economy Philips curve (PC). Our main finding is that inflation rates were not … monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of …

Persistent link: https://www.econbiz.de/10014202611

Monetary policy rules and inflation processes in open emerging economies : evidence from twelve new EU members

Vašíček, Bořek - In: Eastern European economics 48 (2010) 4, pp. 36-58

Persistent link: https://www.econbiz.de/10009312273

Inflation persistence and structural breaks : the experience of inflation targeting countries and the US

Canarella, Giorgio; Miller, Stephen M. - 2016

Persistent link: https://www.econbiz.de/10011547692

A new time-varying parameter autoregressive model for U.S. inflation expectations

Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995

Persistent link: https://www.econbiz.de/10011946516

Policy rules, regime switches, and trend inflation : an empirical investigation for the U.S.

Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - 2010

This paper estimates Taylor rules featuring instabilities in policy parameters, switches in policy shocks' volatility, and time-varying trend inflation using post-WWII U.S. data. The model embedding the stochastic target performs better in terms of data-fit and identification of the changes in...

Persistent link: https://www.econbiz.de/10011739880

Time-Varying Coefficients in a GMM Framework : Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Partouche, Harry - 2010

This article deals with the estimation of a time-varying coefficients equation with endogenous regressors. A non …

Persistent link: https://www.econbiz.de/10013137287