Nonlinear Taylor rules: evidence from a large dataset

DOI10.1515/SNDE-2016-0082MaRDI QIDQ2691734zbMATH OpenOpenAlexFDO

Authors Jun Ma, Mark E. Wohar, Eric J. Olson

Publication date 30 March 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/snde-2016-0082

zbMATH Keywords

monetary policyTaylor ruleprincipal component

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
• Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
• Measuring The Reaction of Monetary Policy to the Stock Market
• Modeling Multiple Regimes in the Business Cycle
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Optimal nonlinear policy: signal extraction with a non-normal prior
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• The Impact of Uncertainty Shocks
• The Taylor rule and interest rates in the EMU area
• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
• The inflation aversion of the Bundesbank: A state space approach
• Time-varying equilibrium real rates and monetary policy analysis

Cited in

(5)

• Asymmetries in the monetary policy reaction function: evidence from India
• Unconventional monetary policy reaction functions: evidence from the US
• Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
• Uncertainty and forecasts of U.S. recessions
• Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions

This page was built for publication: Nonlinear Taylor rules: evidence from a large dataset

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2691734)