Nonlinear monetary policy in Europe: fact or myth?

DOI10.1016/j.econlet.2004.08.008zbMath1254.91459OpenAlexW1975562315MaRDI QIDQ1927767

Allard Bruinshoofd, Bertrand Candelon

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.08.008

zbMATH Keywords

nonlinear modelslinearity teststime series model specification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico

Cites Work

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• Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
• Testing linearity against smooth transition autoregressive models
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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