The inflation aversion of the Bundesbank: A state space approach
type: Item
instance of: scholarly article
title: The inflation aversion of the Bundesbank: A state space approach
zbMATH Open document ID: 1162.91505
author: Vladimir Kuzin
publication date: 2008-12-12T00:00:00Z
full work available at URL: up.1134.1077722286.pdf
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 5382152
zbMATH Keywords: Taylor rule
zbMATH Keywords: state space models
zbMATH Keywords: Markov switching models
zbMATH Keywords: Kalman filter
MaRDI profile type: Publication
OpenAlex ID: W2098969322
cites work: Time series analysis by state space methods
cites work: Q4840212
cites work: Q5623579
cites work: Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
cites work: Optimal monetary policy with a nonlinear Phillips curve
cites work: Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss
DOI: 10.1016/J.JEDC.2005.08.011
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5382152