How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
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Publication:957222
DOI10.1016/j.csda.2004.05.028zbMath1429.62701MaRDI QIDQ957222
I-Lok Chang, P. A. V. B. Swamy, George S. Tavlas
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.028
bias-free coefficients; monetary policy reaction function; necessary and sufficient conditions for macroeconomic stability
62P20: Applications of statistics to economics
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