Estimating Taylor-type rules: an unbalanced regression?

DOI10.1016/S0731-9053(05)20029-4zbMATH Open1190.91164OpenAlexW2185407937MaRDI QIDQ3571985FDOQ3571985

Mark E. Wohar, Pierre L. Siklos

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

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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)

Cited In (3)

• How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
• Title not available (Why is that?)
• Title not available (Why is that?)

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