The inflation aversion of the Bundesbank: A state space approach

DOI10.1016/J.JEDC.2005.08.011zbMATH Open1162.91505OpenAlexW2098969322MaRDI QIDQ959643FDOQ959643

Authors: Vladimir Kuzin 

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://repec.org/sce2004/up.1134.1077722286.pdf

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zbMATH Keywords

Kalman filterstate space modelsTaylor ruleMarkov switching models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Filtering in stochastic control theory (93E11)

Cites Work

• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Time series analysis by state space methods
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal monetary policy with a nonlinear Phillips curve
• Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss

Cited In (3)

• MONETARY POLICY RULES IN THE RUN‐UP TO THE EMU
• Estimating the Federal Reserve's implicit inflation target: a state space approach
• Nonlinear Taylor rules: evidence from a large dataset

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