Interest rate persistence and monetary policy rule in light of model uncertainty
Shou-Yung Yin, Chang-Ching Lin and Ming-Jen Chang
| Year of publication: |
2023
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|---|---|
| Authors: | Yin, Shou-Yung ; Lin, Chang-Ching ; Chang, Ming-Jen |
| Published in: |
German economic review : GER. - Berlin : De Gruyter, ISSN 1468-0475, ZDB-ID 2008828-0. - Vol. 24.2023, 2, p. 145-190
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| Subject: | endogeneity | interest rate smoothing | model uncertainty | partial adjustment | policy inertia | serial correlation | Taylor-rule | Geldpolitik | Monetary policy | Zins | Interest rate | Theorie | Theory | Regelbindung versus Diskretion | Rules versus discretion | Zinspolitik | Interest rate policy | Zinsstruktur | Yield curve | Taylor-Regel | Taylor rule | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1515/ger-2022-0076 [DOI] |
| Classification: | C52 - Model Evaluation and Testing ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288261