Estimating the FOMC's interest rate rule with variable selection and partial regime switching
Adam Check
| Year of publication: |
2023
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|---|---|
| Authors: | Check, Adam |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 27.2023, 2, p. 297-330
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| Subject: | interest rate rule | Markov switching | model averaging | Monetary policy | Geldpolitik | Zinspolitik | Interest rate policy | Markov-Kette | Markov chain | Schätzung | Estimation | Taylor-Regel | Taylor rule | Zins | Interest rate | Regelbindung versus Diskretion | Rules versus discretion | Schätztheorie | Estimation theory | Deutschland | Germany | Großbritannien | United Kingdom |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100521000407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247371