Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Year of publication: |
Nov-Dec 2016
|
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Authors: | Bhar, Ramaprasad ; Malliaris, Anastasios G. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 55/57, p. 5329-5339
|
Subject: | Monetary policy rule | nonlinear model | stock market | housing market | time-varying coefficient | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Regelbindung versus Diskretion | Rules versus discretion |
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