Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10009530188
Persistent link: https://www.econbiz.de/10009271200
Persistent link: https://www.econbiz.de/10008934486
Persistent link: https://www.econbiz.de/10009580934
Persistent link: https://www.econbiz.de/10009130865
Persistent link: https://www.econbiz.de/10012233405
Persistent link: https://www.econbiz.de/10003888101
Persistent link: https://www.econbiz.de/10010244278
Persistent link: https://www.econbiz.de/10003734921
This paper investigates potential changes in monetary policy over the last decades using a nonparametric vector autoregression model. In the proposed model, the conditional mean and variance are time-dependent and estimated using a nonparametric local linear method, which allows for different...
Persistent link: https://www.econbiz.de/10013160013