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Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014

Persistent link: https://www.econbiz.de/10010497160

Nowcasting inflation : a state-space approach using high-frequency data

Allon, Joan Christine S.; Bautista, Dennis M.; Dacio, … - 2022

Persistent link: https://www.econbiz.de/10014318696

Forecasting with the nonparametric exclusion-from-core inflation persistence model using real-time data

Tierney, Heather L. R. - In: International advances in economic research : IAER ; an … 25 (2019) 1, pp. 39-63

Persistent link: https://www.econbiz.de/10012233405

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

Thresholds effect of money growth and inflation in Rwanda : a nonlinear var model

Kwizera, Placide Aime - In: BNR economic review (2021) 18, pp. 7-32

Persistent link: https://www.econbiz.de/10012671649

Monetary policy across inflation regimes

Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2024

Does the effect of monetary policy depend on the prevailing level of inflation? In order to answer this question, we … construct a parsimonious nonlinear time series model that allows for inflation regimes. We find that the effects of monetary … policy are markedly different when year-over-year inflation exceeds 5.5 percent. Below this threshold, changes in monetary …

Persistent link: https://www.econbiz.de/10014464407