Nonlinearity and structural breaks in monetary policy rules with stock prices
Year of publication: |
2013
|
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Authors: | Lee, Dong Jin ; Son, Jong Chil |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 1-11
|
Subject: | Monetary policy rule | Nonlinear model | Stock market | Structural break | Time-varying coefficient | Geldpolitik | Monetary policy | Strukturbruch | Börsenkurs | Share price | Regelbindung versus Diskretion | Rules versus discretion | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Aktienmarkt | Schätzung | Estimation | Inflationssteuerung | Inflation targeting |
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