Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve.
Year of publication: |
2007
|
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Authors: | Partouche, H. |
Institutions: | Banque de France |
Subject: | Monetary policy rules | Generalized Method of Moments | Time-varying coefficients | Smoothing splines |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 39 pages |
Classification: | E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: |
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