Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions

DOI10.1515/snde-2018-0056OpenAlexW2904597269MaRDI QIDQ2697087

Ruthira Naraidoo, Rangan Gupta, Christina Christou

Publication date: 17 April 2023

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

Full work available at URL: https://doi.org/10.1515/snde-2018-0056

zbMATH Keywords

uncertaintyadvanced economiesinterest rate rulezero lower boundconditional and unconditional quantile regressionsshadow rate of interest

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Unconditional Quantile Regressions
• Endogeneity in quantile regression models: a control function approach
• Uncertain potential output: Implications for monetary policy
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• Factor instrumental variable quantile regression
• Nonlinear Taylor rules: evidence from a large dataset
• The Changing Distribution of Male Wages in the U.K.
• Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
• The Impact of Uncertainty Shocks
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Predictive quantile regression with persistent covariates: IVX-QR approach

This page was built for publication: Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions