Assessing nonlinear dynamics of central bank reaction function : the case of Mozambique
Year of publication: |
March 2017
|
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Authors: | Nhapulo, Gerson ; Nicolau, João |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 85.2017, 1, p. 28-51
|
Subject: | Taylor rule | Bank of Mozambique | Markov-Switching model | threshold autoregressive model | Mosambik | Mozambique | Taylor-Regel | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Autokorrelation | Autocorrelation | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
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