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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules

Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Applied economics 48 (2016) 55/57, pp. 5329-5339

Persistent link: https://www.econbiz.de/10011742064

Nonlinearity and structural breaks in monetary policy rules with stock prices

Lee, Dong Jin; Son, Jong Chil - 2011

Persistent link: https://www.econbiz.de/10009380520

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

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Robust monetary policy, structural breaks, and nonlinearities in the reaction function of the Central Bank of Brazil

Medeiros, Gabriela Bezerra de; Portugal, Marcelo Savino; … - In: Economia : revista da ANPEC 17 (2016) 1, pp. 96-113

In this work, we seek to investigate the existence of nonlinearities in the reaction function of the Central Bank of Brazil arising from this policymaker's uncertainties about the effects of the output gap on inflation. Theoretically, we follow Tillmann (2011) to obtain a nonlinear optimal...

Persistent link: https://www.econbiz.de/10011865664