Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom

DOI10.2202/1558-3708.1359zbMath1259.91086OpenAlexW2033903951MaRDI QIDQ5452755

Emmanuel Davradakis, Mark P. Taylor

Publication date: 4 April 2008

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

Full work available at URL: http://wrap.warwick.ac.uk/189/1/WRAP_Taylor_viewcontent.pdf

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Credit risk (91G40)

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