Estimating Taylor-type rules: an unbalanced regression?

DOI10.1016/S0731-9053(05)20029-4MaRDI QIDQ3571985zbMATH OpenOpenAlexFDO

Authors Pierre L. Siklos, Mark E. Wohar

Publication date 30 June 2010

Published in Advances in Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0731-9053(05)20029-4

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Recommendations

• Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
• scientific article; zbMATH DE number 2129484
• Are interest rate regressions evidence for a Taylor rule?
• How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
• Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

Cited in

(4)

• How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
• Shock matters for estimating monetary policy rules
• scientific article; zbMATH DE number 2156028 (Why is no real title available?)
• scientific article; zbMATH DE number 2129484 (Why is no real title available?)

This page was built for publication: Estimating Taylor-type rules: an unbalanced regression?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3571985)