Monetary Policy Reaction Functions in Iran: An Extended Kalman Filter Approach
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- Jalali-Naini , Ahmad R. & Hemmaty , Maryam, 2013. "Threshold Effects in the Monetary Policy Reaction Function: Evidence from Central Bank of Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(1), pages 1-30, January.
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Cited by:
- Jalali Naini, Ahmad Reza & Naderian, Mohammad Amin, 2017. "Oil Price Cycles, Fiscal Dominance and Counter-cyclical Monetary Policy in Iran," MPRA Paper 84480, University Library of Munich, Germany.
- Jalali Naini, Ahmad Reza & Naderian, Mohammad Amin, 2017. "Financial Vulnerability and Stabilization Policy in Commodity Exporting Emerging Economies," MPRA Paper 84481, University Library of Munich, Germany.
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More about this item
Keywords
Monetary policy; Instrumental rule; Monetary Policy Reaction Function; Time Varying Coefficient; Extended Kalman filter.;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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