Federal Reserve policy after the zero lower bound: an indirect inference approach
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DOI: 10.1007/s00181-020-01824-4
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More about this item
Keywords
Federal Reserve; Target rate; Zero lower bound; Classification trees; Indirect inference; Simulated minimum distance;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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