Estimating the Federal Reserve's implicit inflation target: a state space approach
type: Item
instance of: scholarly article
title: Estimating the Federal Reserve's implicit inflation target: a state space approach
zbMATH Open document ID: 1181.91267
author: Daniel Leigh
publication date: 2010-01-19T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5660273
zbMATH Keywords: monetary policy
zbMATH Keywords: Taylor rule
zbMATH Keywords: state space models
zbMATH Keywords: Kalman filter
MaRDI profile type: Publication
full work available at URL: j.jedc.2007.07.004
OpenAlex ID: W2046518595
cites work: Prediction Mean Squared Error for State Space Models with Estimated Parameters
cites work: Q4840212
cites work: The inflation aversion of the Bundesbank: A state space approach
cites work: Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
DOI: 10.1016/J.JEDC.2007.07.004
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5660273