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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

Modeling changes in US monetary policy

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - 2016

Persistent link: https://www.econbiz.de/10012176808

Greenspan and the Greenbook

Tchaidze, Robert R. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661031

Policy rules, regime switches, and trend inflation : an empirical investigation for the U.S.

Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - 2010

This paper estimates Taylor rules featuring instabilities in policy parameters, switches in policy shocks' volatility, and time-varying trend inflation using post-WWII U.S. data. The model embedding the stochastic target performs better in terms of data-fit and identification of the changes in...

Persistent link: https://www.econbiz.de/10011739880