Pages that link to "Item:Q957222"
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The following pages link to How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US (Q957222):
Displaying 9 items.
- Theoretical conditions under which monetary policies are effective and practical obstacles to their verification (Q813241) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Quantile estimation in two-phase sampling (Q1019885) (← links)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (Q1019973) (← links)
- Extending the McCallum monetary policy reaction function for more than two periods (Q1852912) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
- A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION (Q5483964) (← links)
