Policy rules, regime switches, and trend inflation : an empirical investigation for the United States
Year of publication: |
2014
|
---|---|
Authors: | Castelnuovo, Efrem ; Greco, Luciano ; Raggi, Davide |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 18.2014, 4, p. 920-942
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Subject: | Policy switches | Heteroskedasticity | Trend inflation | Inflation gap persistence | Markov-switching models | Inflation | USA | United States | Markov-Kette | Markov chain | Schätzung | Estimation | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Inflationssteuerung | Inflation targeting | Phillips-Kurve | Phillips curve | Zeitreihenanalyse | Time series analysis |
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