Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approach
Year of publication: |
2013
|
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Authors: | Winkelmann, Lars |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | central bank communication | interest rate projections | semimartingales | Locally Stationary Wavelet processes | jump detection |
Series: | SFB 649 Discussion Paper ; 2013-016 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 742473120 [GVK] hdl:10419/79598 [Handle] RePEc:hum:wpaper:sfb649dp2013-016 [RePEc] |
Classification: | E58 - Central Banks and Their Policies ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: |
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Winkelmann, Lars, (2013)
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ECB monetary policy surprises: identification through cojumps in interest rates
Winkelmann, Lars, (2014)
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ECB monetary policy surprises: Identification through cojumps in interest rates
Winkelmann, Lars, (2013)
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Winkelmann, Lars, (2010)
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Assessing the anchoring of inflation expectations
Strohsal, Till, (2015)
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Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus, (2015)
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