Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule
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More about this item
Keywords
Monetary shocks; Kalman filter; Particle filter; Taylor rule.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-10-08 (Central Banking)
- NEP-ETS-2018-10-08 (Econometric Time Series)
- NEP-MON-2018-10-08 (Monetary Economics)
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