✦ LIBER ✦

Estimating monetary policy reaction functions using quantile regressions

✍ Scribed by Maik H. Wolters

Book ID: 113722649
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 929 KB
Volume: 34
Category: Article
ISSN: 0164-0704
DOI: 10.1016/j.jmacro.2011.12.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of quantile density function

Estimation of quantile density function based on regression quantiles

✍ Yadolah Dodge; Jana Jurečková 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 271 KB

Monetary Policy Reaction Functions in Au

Monetary Policy Reaction Functions in Australia

✍ GORDON De BROUWER; JAMES GILBERT 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 172 KB

Estimating monetary policy reaction func

Estimating monetary policy reaction functions for emerging market economies: The case of Brazil

✍ José R. Sánchez-Fung 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 730 KB

Comparing monetary policy reaction funct

Comparing monetary policy reaction functions: ECB versus Bundesbank

✍ Bernd Hayo; Boris Hofmann 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 204 KB

Estimating the discount rate policy reac

Estimating the discount rate policy reaction function of the monetary authority

✍ Woon Gyu Choi 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 245 KB 👁 1 views

This paper estimates a policy rule that explains the sign and the magnitude of the Federal Reserve's (Fed's) discount rate changes. It sets out a two-sided Type II Tobit model and develops a procedure for its estimation, considering the discrete and censored nature of the changes. The results sugges

Estimating monetary reaction functions a

Estimating monetary reaction functions at near zero interest rates

✍ Tae-Hwan Kim; Paul Mizen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 246 KB