Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis

DOI10.1515/snde-2017-0107OpenAlexW2899285922WikidataQ129000982 ScholiaQ129000982MaRDI QIDQ2691789

Olivier Damette, Antoine Parent, Fredj Jawadi

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-2017-0107

zbMATH Keywords

nonlinearityTaylor rulesmonetary policythreshold modelsmonetary cliometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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