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Frequency Dependence in a Real-Time Monetary Policy Rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal J. - Department of Economics, Virginia Polytechnic Institute … - 2013
We estimate a monetary policy rule for the US allowing for possible frequency de- pendence - i.e., allowing the central bank to respond differently to persistent innovations than to transitory innovations, in both the real-time unemployment rate and the real-time inflation rate. The estimation...
Persistent link: https://www.econbiz.de/10010778621
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Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014
Persistent link: https://www.econbiz.de/10010497160
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All fluctuations are not created equal : the differential roles of transitory versus persistent changes in driving historical monetary policy
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2018
Persistent link: https://www.econbiz.de/10011950052
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Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
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Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2009) 1/3, pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
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Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2010
Persistent link: https://www.econbiz.de/10009381539
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On the Granger causality between median inflation and price dispersion
Ashley, Richard A.; Ye, Haichun - In: Applied economics 44 (2012) 31/33, pp. 4221-4238
Persistent link: https://www.econbiz.de/10009713502
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Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2013
Persistent link: https://www.econbiz.de/10010372745
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Detection and modeling of regression parameter variation across frequencies : with an application to testing the permanent income hypothesis
Tan, Hui Boon; Ashley, Richard A. - In: Macroeconomic dynamics 3 (1999) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10001617714