Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
type: Item
instance of: scholarly article
title: Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
author: Anh D. M. Nguyen
author: Efthymios G. Pavlidis
author: David Peel
publication date: 2023-03-30T00:00:00Z
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7669610
zbMATH Keywords: asymmetric objective
zbMATH Keywords: monetary policy rules
zbMATH Keywords: particle filter
zbMATH Keywords: real-time data
zbMATH Keywords: stochastic volatility
zbMATH Keywords: Taylor rule
zbMATH Keywords: time-varying parameter model
describes a project that uses: bvarsv
MaRDI profile type: MaRDI publication profile
full work available at URL: snde-2017-0092
OpenAlex ID: W2792775032
cites work: Household's preferences and monetary policy inertia
cites work: How to maximize the likelihood function for a DSGE model
cites work: Generalized autoregressive conditional heteroscedasticity
cites work: Uncertainty-driven business cycles: assessing the markup channel
cites work: Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
cites work: A survey of sequential Monte Carlo methods for economics and finance
cites work: Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
cites work: Q3015761
cites work: Nonlinear adventures at the zero lower bound
cites work: Estimating dynamic equilibrium models with stochastic volatility
cites work: Re-vitalizing money demand in the euro area. Still valid at the zero-lower bound
cites work: Non-linear models: where do we go next - time varying parameter models?
cites work: Testing linearity against smooth transition autoregressive models
cites work: Neutral technology shocks and the dynamics of labor input: results from an agnostic identification
cites work: Optimal monetary policy with a nonlinear Phillips curve
cites work: The timing of stabilizations
cites work: Time Varying Structural Vector Autoregressions and Monetary Policy
cites work: Q4457489
cites work: Q3996627
cites work: DOES MONETARY POLICY GENERATE RECESSIONS?
cites work: The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
cites work: Specification, estimation, and evaluation of smooth transition autoregressive models
cites work: An Introduction to Univariate GARCH Models
cites work: Modelling Nonlinear Economic Time Series
cites work: Q4140257
DOI: 10.1515/SNDE-2017-0092
Recommended article: Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
Recommended article: How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
Recommended article: Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
Recommended article: Nonlinearities, smoothing and countercyclical monetary policy
Recommended article: Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions
Recommended article: Unconventional monetary policy in a nonlinear quadratic model
Recommended article: Time Varying Structural Vector Autoregressions and Monetary Policy
Recommended article: Cross-checking optimal monetary policy with information from the Taylor rule
published in: Studies in Nonlinear Dynamics & Econometrics
description: scientific article; zbMATH DE number 7669610