The inflation aversion of the Bundesbank: A state space approach

DOI10.1016/j.jedc.2005.08.011zbMath1162.91505OpenAlexW2098969322MaRDI QIDQ959643

Vladimir Kuzin

Publication date: 12 December 2008

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

Full work available at URL: http://repec.org/sce2004/up.1134.1077722286.pdf

zbMATH Keywords

Kalman filterstate space modelsMarkov switching modelsTaylor rule

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Estimating the Federal Reserve's implicit inflation target: a state space approach ⋮ Nonlinear Taylor rules: evidence from a large dataset

Cites Work

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• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Optimal monetary policy with a nonlinear Phillips curve
• Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss

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