Whose inflation rates matter most? A DSGE model and machine learning approach to monetary policy in the Euro area
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More about this item
Keywords
New Keynesian Models; Monetary Policy; European Monetary Union; Neural Networks; Transfer Learning;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-07-31 (Banking)
- NEP-BIG-2023-07-31 (Big Data)
- NEP-CBA-2023-07-31 (Central Banking)
- NEP-CMP-2023-07-31 (Computational Economics)
- NEP-DGE-2023-07-31 (Dynamic General Equilibrium)
- NEP-EEC-2023-07-31 (European Economics)
- NEP-MAC-2023-07-31 (Macroeconomics)
- NEP-MON-2023-07-31 (Monetary Economics)
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