Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices
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References listed on IDEAS
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"How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule,"
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- baaziz, yosra, 2016.
"Les règles de Taylor à l’épreuve de la révolution : cas de l’Égypte
[The Taylor rule to the test of the revolution: the case of Egypt]," MPRA Paper 69779, University Library of Munich, Germany.
More about this item
KeywordsMonetary policy rule; nonlinear model; stock market; structural break; and time varying coefficient;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-CBA-2011-10-15 (Central Banking)
- NEP-MAC-2011-10-15 (Macroeconomics)
- NEP-MON-2011-10-15 (Monetary Economics)
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