Dynamic Expectations Formation and U.S. Monetary Policy Regime Change
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More about this item
Keywords
expectations formation effects; monetary policy; regime switching; Bayesian analysis;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- 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
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2020-12-21 (Central Banking)
- NEP-DGE-2020-12-21 (Dynamic General Equilibrium)
- NEP-MAC-2020-12-21 (Macroeconomics)
- NEP-MON-2020-12-21 (Monetary Economics)
Statistics
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