Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule |
scientific article |
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Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (English)
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30 March 2023
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asymmetric objective
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monetary policy rules
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particle filter
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real-time data
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stochastic volatility
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Taylor rule
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time-varying parameter model
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0.88542056
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0.8690614
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0.8688057
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0.85248005
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0.85175896
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0.85051394
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