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Geldpolitik
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ECONIS (ZBW)
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1
Optimal monetary policy in a hybrid New Keynesian model with a cost channel
Bask, Mikael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003590937
Saved in:
2
Least squares learning and the US Treasury bill rate
Mishra, Sagarika
;
Dhole, Sandip
- In:
Economic systems
38
(
2014
)
2
,
pp. 194-204
Persistent link: https://www.econbiz.de/10010459729
Saved in:
3
Stochastic Gradient Versus Recursive Least Squares Learning
Slobodyan, Sergey
-
2008
In this paper, we perform an in - depth investigation of relative merits of two adaptive learning algorithms with constant gain, Recursive Least Squares (RLS) and Stochastic Gradient (SG), using the Phelps model of monetary policy as a testing ground. The behavior of the two learning algorithms...
Persistent link: https://www.econbiz.de/10012724434
Saved in:
4
Taylor Rule Estimation by OLS
Carvalho, Carlos
-
2019
monetary policy shocks. Using Monte Carlo
simulation
, we then show that this relationship also holds in a quantitative model of …
Persistent link: https://www.econbiz.de/10012897825
Saved in:
5
Taylor rule estimation by OLS
Carvalho, Carlos Viana de
;
Eusepi, Stefano
;
Mönch, Emanuel
-
2021
monetary policy shocks. Using Monte Carlo
simulation
, we then show that this relationship also holds in a quantitative model of …
Persistent link: https://www.econbiz.de/10012604681
Saved in:
6
Taylor rule estimation by OLS
Carvalho, Carlos Viana de
;
Nechio, Fernanda
;
Tristão, …
- In:
Journal of monetary economics
124
(
2021
),
pp. 140-154
Persistent link: https://www.econbiz.de/10013274307
Saved in:
7
Essays in econometrics and macroeconomics
Tenhofen, Jörn
-
2011
Persistent link: https://www.econbiz.de/10009422862
Saved in:
8
Monetary policy, stock price misalignments and macroeconomic instability
Bask, Mikael
-
2009
Persistent link: https://www.econbiz.de/10003846160
Saved in:
9
Taylor rule estimation by OLS
Carvalho, Carlos Viana de
;
Nechio, Fernanda
;
Tristao, Tiago
-
2018
Persistent link: https://www.econbiz.de/10011898967
Saved in:
10
Optimal Monetary Policy in a Hybrid New Keynesian Model with a Cost Channel
Bask, Mikael
-
2007
This study shows that an expectations-based optimal policy rule has desirable properties in a standard macroeconomic model incorporating a cost channel for monetary disturbances and inflation rate expectations that are partly backwardlooking. Specifically, optimal monetary policy under...
Persistent link: https://www.econbiz.de/10014222264
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