On measuring the nonlinear effect of interest rates on inflation and output
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More about this item
Keywords
Nonlinear VAR; impulse response function; asymmetric monetary effect;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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2013-03-09 (Central Banking)
- NEP-MAC-2013-03-09 (Macroeconomics)
- NEP-MON-2013-03-09 (Monetary Economics)
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