The inflation aversion of the Bundesbank: A state space approach

DOI10.1016/J.JEDC.2005.08.011MaRDI QIDQ959643zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss
• Optimal monetary policy with a nonlinear Phillips curve
• Time series analysis by state space methods

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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