Estimating monetary policy reaction functions using quantile regressions
Year of publication: |
2012
|
---|---|
Authors: | Wolters, Maik H. |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 2, p. 342-361
|
Subject: | Monetary policy rules | IV quantile regression | Real-time data | Asymmetries | Policy preferences | Geldpolitik | Monetary policy | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Taylor-Regel | Taylor rule | Regelbindung versus Diskretion | Rules versus discretion |
-
Frequency dependence in a real-time monetary policy rule
Ashley, Richard A., (2014)
-
Taylor rules and liquidity in financial markets
Franceschi, Emanuele, (2021)
-
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M., (2018)
- More ...
-
Does trade integration alter monetary policy transmission?
Cwik, Tobias J., (2008)
-
The diversity of forecasts from macroeconomic models of the U.S. economy
Wieland, Volker, (2010)
-
Forecasting under Model Uncertainty
Wolters, Maik H., (2011)
- More ...