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Changes in federal reserve preferences

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Publication:1656369
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DOI10.1016/j.jedc.2016.07.003zbMath1401.91401OpenAlexW3125152625MaRDI QIDQ1656369

Aeimit Lakdawala

Publication date: 10 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2016.07.003


zbMATH Keywords

extended Kalman filtermonetary policytime-varying parametermonetary shocksFederal Reserve preferences


Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)


Related Items

The evolution of U.S. monetary policy: 2000--2007 ⋮ Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions



Cites Work

  • Unnamed Item
  • A standard error for the estimated state vector of a state-space model
  • Inferring monetary policy objectives with a partially observed state
  • Sources of macroeconomic fluctuations: A regime-switching DSGE approach
  • Optimal Interest-Rate Smoothing
  • Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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