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

DOI10.2202/1558-3708.1155MaRDI QIDQ3368352zbMATHOpenAlexFDO

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

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

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)

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(21)

• Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
• Asymmetric interest rate smoothing: the FED approach
• Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
• Optimal nonlinear policy: signal extraction with a non-normal prior
• Nonlinearities, smoothing and countercyclical monetary policy
• Tracking a central banker's preference: A nonparametric regression approach
• Estimating Taylor-type rules: an unbalanced regression?
• Nonlinear monetary policy in Europe: fact or myth?
• Changes in federal reserve preferences
• Generalised rational bias in financial forecasts
• Chaotic dynamics in optimal monetary policy
• 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
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• Assessing DSGE model nonlinearities
• Estimation and inference in unstable nonlinear least squares models
• Asymmetric preferences in real-time learning and the Taylor rule
• scientific article; zbMATH DE number 2076226 (Why is no real title available?)
• Optimal monetary policy with asymmetric preferences for output
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico

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