Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

DOI10.2202/1558-3708.1155zbMATH Open1081.91594OpenAlexW3126077963MaRDI QIDQ3368352FDOQ3368352

Ramón María-Dolores Pedrero, Francisco J. Ruge-Murcia, Juan J. Dolado

Publication date: 27 January 2006

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

Full work available at URL: https://doi.org/10.2202/1558-3708.1155

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zbMATH Keywords

monetary policyasymmetric preferencesinflation targetsnonlinear Phillips curvenonlinear Taylor rules

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Mathematical economics (91B99)

Cited In (15)

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• Optimal nonlinear policy: signal extraction with a non-normal prior
• Chaotic dynamics in optimal monetary policy
• Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
• Tracking a central banker's preference: A nonparametric regression approach
• Assessing DSGE model nonlinearities
• Asymmetric interest rate smoothing: the FED approach
• Generalised rational bias in financial forecasts
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• Title not available (Why is that?)
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
• Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
• Estimation and inference in unstable nonlinear least squares models

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