Similar Search Results

Asymmetric monetary policy rules in Australia

Tawadros, George B. - In: Applied economics 48 (2016) 49/51, pp. 4758-4772

Persistent link: https://www.econbiz.de/10011640975

Monetary policy, inflation target and the great moderation : an empirical investigation

Haque, Qazi - 2017

Persistent link: https://www.econbiz.de/10011885981

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/10014284714

Making weak instrument sets stronger : factor-based estimation of inflation dynamics and a monetary policy rule

Mirza, Harun; Storjohann, Lidia - In: Journal of money, credit and banking : JMCB 46 (2014) 4, pp. 643-664

Persistent link: https://www.econbiz.de/10010466745

Estimating the natural rate of hours

Berger, Tino; Vierke, Hauke - In: Macroeconomic dynamics 21 (2017) 6, pp. 1426-1453

Persistent link: https://www.econbiz.de/10011805484

Time-varying parameters in monetary policy rules : a GMM approach

Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 51 (2024) 9, pp. 148-176

Persistent link: https://www.econbiz.de/10015198626

The asymmetric reaction of monetary policy to inflation and the output gap : evidence from Canada

Komlan, Fiodendji - In: Economic modelling 30 (2013), pp. 911-923

Persistent link: https://www.econbiz.de/10009710004

Monetary policy rule and taylor principle in Mongolia : GMM and DSGE approaches

Taguchi, Hiroyuki; Gunbileg, Ganbayar - In: International Journal of Financial Studies : open … 8 (2020) 4/71, pp. 1-16

-method-of-moments (GMM) estimation and a New Keynesian dynamic stochastic general equilibrium (DSGE) model with a small open economy version … by the Bayesian estimation. The main findings are summarized as follows. First, the GMM estimation identified an … DSGE-model estimation endorsed theGMMestimation by producing a consistent outcome on the Mongolian monetary policy rule …

Persistent link: https://www.econbiz.de/10012322123

Output Gap Uncertainty : Does it Matter for the Taylor Rule?

Smets, Frank - 2013

This paper analyses the effect of measurement error in the output gap on efficient monetary policy rules in a simple estimated model of the US economy. While it is a well-known result that such additive uncertainty does not affect the optimal feedback rule in a linear-quadratic framework, it is...

Persistent link: https://www.econbiz.de/10014061275

An estimated New Keynesian model for Israel

Argov, Eyal; Elkayam, David - In: Israel economic review 7 (2010) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10003959252