Nonlinear Taylor rules: evidence from a large dataset

DOI10.1515/snde-2016-0082OpenAlexW2789714422MaRDI QIDQ2691734

Jun Ma, Mark E. Wohar, Eric J. Olson

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0082

zbMATH Keywords

monetary policyTaylor ruleprincipal component

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Asymmetries in the monetary policy reaction function: evidence from India ⋮ Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions ⋮ Uncertainty and forecasts of U.S. recessions ⋮ Unconventional monetary policy reaction functions: evidence from the US

Cites Work

• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
• Optimal nonlinear policy: signal extraction with a non-normal prior
• The inflation aversion of the Bundesbank: A state space approach
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• Time-varying equilibrium real rates and monetary policy analysis
• The Taylor rule and interest rates in the EMU area
• The Impact of Uncertainty Shocks
• Measuring The Reaction of Monetary Policy to the Stock Market
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Modeling Multiple Regimes in the Business Cycle
• Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
• Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data