Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom

DOI10.2202/1558-3708.1359zbMATH Open1259.91086OpenAlexW2033903951MaRDI QIDQ5452755FDOQ5452755

Authors: Emmanuel Davradakis, Mark P. Taylor 

Publication date: 4 April 2008

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

Full work available at URL: http://wrap.warwick.ac.uk/189/1/WRAP_Taylor_viewcontent.pdf

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Credit risk (91G40)

Cited In (8)

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• Price Pressures on UK Real Rates: An Empirical Investigation*
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
• Nonlinear Taylor rules: evidence from a large dataset
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
• Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

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