Estimating the Federal Reserve's implicit inflation target: a state space approach

DOI10.1016/J.JEDC.2007.07.004zbMath1181.91267OpenAlexW2046518595MaRDI QIDQ844699

Daniel Leigh

Publication date: 19 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.07.004

zbMATH Keywords

Kalman filterstate space modelsmonetary policyTaylor rule

Mathematics Subject Classification ID

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

Related Items (1)

Disinflation in a DSGE perspective: Sacrifice ratio or welfare gain ratio?

Cites Work

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• The inflation aversion of the Bundesbank: A state space approach
• Prediction Mean Squared Error for State Space Models with Estimated Parameters
• Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

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