Modeling changes in U.S. monetary policy
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More about this item
Keywords
Real-time data; Asymmetric objective; Stochastic volatility; Time-varying parameter model; Taylor rule; Monetary policy rules; Particle filter;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-09-25 (Central Banking)
- NEP-MAC-2016-09-25 (Macroeconomics)
- NEP-MON-2016-09-25 (Monetary Economics)
- NEP-ORE-2016-09-25 (Operations Research)
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