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~person:"Kim, Hyeongwoo"
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Taylor Rule
3
Grid-t Confidence Interval
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Half-Life of PPP Deviations
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Median Unbiased Estimator
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Purchasing Power Parity
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Bank of Korea
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Calvo Pricing
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Interbank Call Rate
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Kim, Hyeongwoo
Belke, Ansgar
9
Hayo, Bernd
7
Nikolsko-Rzhevskyy, Alex
7
Dudley, William C.
6
Klose, Jens
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Chatelain, Jean-Bernard
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Gnan, Ernest
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Dreger, Christian
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Fujisaki, Seiya
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Hsing, Yu
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Kobayashi, Teruyoshi
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Levieuge, Grégory
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Cheung, Yin-Wong
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Eife, Thomas A.
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Forte, Antonio
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Department of Economics, Auburn University
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Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach
Kim, Hyeongwoo
-
Department of Economics, Auburn University
-
2014
We investigate the Bank of Korea's interest rate setting behavior using a discrete choice model, where the Monetary Policy Committee revises the target policy interest rate only when the gap between the current market interest rate and the optimal rate exceeds a certain threshold value. Using...
Persistent link: https://www.econbiz.de/10010862370
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2
Purchasing Power Parity and the
Taylor
Rule
Kim, Hyeongwoo
;
Fujiwara, Ippei
;
Hansen, Bruce E.
; …
-
Crawford School of Public Policy, Australian National …
-
2013
exchange rate. To obtain a more efficient estimator, we develop a system method that combines the
Taylor
rule
and a standard …
Persistent link: https://www.econbiz.de/10011186043
Saved in:
3
Purchasing Power Parity and the
Taylor
Rule
Kim, Hyeongwoo
;
Ogaki, Masao
-
Department of Economics, Auburn University
-
2011
estimator, this paper develops a system method that combines the
Taylor
rule
and a standard exchange rate model to estimate half …
Persistent link: https://www.econbiz.de/10010862358
Saved in:
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