Monetary policy deviations : a Bayesian state-space analysis
Year of publication: |
February 2017
|
---|---|
Authors: | Scott, C. Patrick ; Barari, Mahua |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 1-12
|
Subject: | Interest rate | Policy deviations | Taylor rule | Bayesian estimation | Time varying inflation target | Taylor-Regel | Bayes-Statistik | Bayesian inference | Zinspolitik | Interest rate policy | Schätzung | Estimation | Geldpolitik | Monetary policy | Inflationssteuerung | Inflation targeting | Zins | Theorie | Theory | Zustandsraummodell | State space model |
-
Taylor-rule consistent estimates of the natural rate of interest
Brand, Claus, (2019)
-
A survey on time-varying parameter Taylor rule : a model modified with interest rate pass-through
Yüksel, Ebru, (2013)
-
Monetary regime switches and Central Bank preferences
Debortoli, Davide, (2014)
- More ...
-
Are central bank preferences asymmetric when policy targets vary over time?
Scott, C. Patrick, (2016)
-
Optimal monetary policy with asymmetric preferences for output
Cassou, Steven Peter, (2012)
-
Optimal monetary policy revisited : does considering US real-time data change things?
Cassou, Steven Peter, (2018)
- More ...