A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis
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Cited by:
- Christina Anderl & Guglielmo Maria Caporale, 2022.
"Exchange rate parities and Taylor rule deviations,"
Empirical Economics, Springer, vol. 63(4), pages 1809-1835, October.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series 8961, CESifo.
- Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013.
"A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through,"
Economic Systems, Elsevier, vol. 37(1), pages 122-134.
- Ebru Yuksel & Kývýlcým Metin Ozcan & Ozan Hatipoglu, 2012. "A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through," Working Papers 2012/08, Bogazici University, Department of Economics.
- Schepp, Zoltán & Abaligeti, Gallusz & Németh, Kristóf, 2018. "Időben változó Taylor-szabály a hazai monetáris politika jellemzésére [A time-varying parameter Taylor rule for Hungarian monetary policy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 24-43.
- Alexander Perruchoud, 2009. "Estimating a Taylor Rule with Markov Switching Regimes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(II), pages 187-220, June.
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More about this item
Keywords
time-varying parameter model; Taylor rule; Kalman Filter.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-02-19 (Central Banking)
- NEP-ETS-2006-02-19 (Econometric Time Series)
- NEP-IFN-2006-02-19 (International Finance)
- NEP-MAC-2006-02-19 (Macroeconomics)
- NEP-MON-2006-02-19 (Monetary Economics)
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