Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Year of publication: |
Dez 2018
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Authors: | Nguyen, Anh D. M. ; Pavlidis, Efthymios G. ; Peel, David |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 5, p. 1-16
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Subject: | asymmetric objective | monetary policy rules | particle filter | real-time data | stochastic volatility | Taylor rule | time-varying parameter model | Geldpolitik | Monetary policy | Taylor-Regel | Schätzung | Estimation | Theorie | Theory | USA | United States | Zeitreihenanalyse | Time series analysis | Regelbindung versus Diskretion | Rules versus discretion | Volatilität | Volatility | Modellierung | Scientific modelling | Zustandsraummodell | State space model | Nichtlineare Regression | Nonlinear regression | Inflationssteuerung | Inflation targeting | Stochastischer Prozess | Stochastic process |
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