Does Monetary Policy cause Randomness or Chaos? A Case Study from the European Central Bank
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More about this item
Keywordsdynamic systems; Hurst exponent; chaos; long-term memory; monetary policy;
All these keywords.
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2014-01-17 (Central Banking)
- NEP-EEC-2014-01-17 (European Economics)
- NEP-MAC-2014-01-17 (Macroeconomics)
- NEP-MON-2014-01-17 (Monetary Economics)
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