Forecasting ECB policy rates with different monetary policy rules
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DOI: 10.4419/86788944
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- Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 238-252, June.
- Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
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More about this item
Keywords
Taylor-Rule; Orphanides-Rule; monetary policy rates; forecasting; European Central Bank;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- 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-CBA-2019-08-19 (Central Banking)
- NEP-EEC-2019-08-19 (European Economics)
- NEP-MAC-2019-08-19 (Macroeconomics)
- NEP-MON-2019-08-19 (Monetary Economics)
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