Tracking a central banker's preference: A nonparametric regression approach

DOI10.1111/BOER.12288MaRDI QIDQ5870195zbMATH OpenOpenAlexFDO

Authors Cheolbeom Park, Sookyung Park

Publication date 6 January 2023

Published in Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/boer.12288

zbMATH Keywords

asymmetric preferenceinflationmonetary policynonparametric regressiontime-varying parameterunemployment

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Labor markets (91B39) Macroeconomic theory (monetary models, models of taxation) (91B64)

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(3)

• Changes in federal reserve preferences
• Use of Statistics in the Monetary Policy of the Czech National Bank: The Case of a Country in Transition
• Taking the fed at its word: a new approach to estimating central bank objectives using text analysis

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