Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule |
scientific article |
Statements
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (English)
0 references
30 March 2023
0 references
asymmetric objective
0 references
monetary policy rules
0 references
particle filter
0 references
real-time data
0 references
stochastic volatility
0 references
Taylor rule
0 references
time-varying parameter model
0 references
0 references