A survey on time-varying parameter Taylor rule : a model modified with interest rate pass-through
Ebru Yüksel, Kivilcim Metin-Ozcan, Ozan Hatipoglu
| Year of publication: |
2013
|
|---|---|
| Authors: | Yüksel, Ebru ; Metin-Özcan, Kıvılcım ; Hatipoglu, Ozan |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 37.2013, 1, p. 122-134
|
| Subject: | Extended Kalman filter (EKF) | Interest rate pass-through | Monetary policy | Taylor rule | Time-varying parameter (TVP) | Taylor-Regel | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Geldpolitik | Zins | Interest rate | Zinspolitik | Interest rate policy | Theorie | Theory | Zustandsraummodell | State space model | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009737739