P4 can central banks’ monetary policy be described by a linear (augmented) taylor

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Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?
- Introduction
- A brief review of the literature on the Taylor rule
- Specification and estimation of the linear Taylor rule
  - The linear Taylor rule
  - Data, variables and additional hypotheses to test
  - Empirical results
  - Specification and estimation of the nonlinear Taylor rule
    - The nonlinear Taylor rule
    - Linearity versus nonlinearity
    - Empirical results
    - Conclusions
    - ANNEX
    - References
    - The nonlinear Taylor rule
    - Linearity versus nonlinearity
    - Empirical results
    - Conclusions
    - ANNEX
    - References

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P4 can central banks’ monetary policy be described by a linear (augmented) taylor P4 can central banks’ monetary policy be described by a linear (augmented) taylor
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P4 can central banks’ monetary policy be described by a linear (augmented) taylor

Thông tin tài liệu

Từ khóa liên quan

Mục lục

Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?

Introduction

A brief review of the literature on the Taylor rule

Specification and estimation of the linear Taylor rule

The linear Taylor rule

Data, variables and additional hypotheses to test

Empirical results

Specification and estimation of the nonlinear Taylor rule

The nonlinear Taylor rule

Linearity versus nonlinearity

Empirical results

Conclusions

ANNEX

References

The nonlinear Taylor rule

Linearity versus nonlinearity

Empirical results

Conclusions

ANNEX

References

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Tài liệu liên quan