Taylor rule and discretionary regimes in the United States: evidence from a k-state Markov switching model

Taylor rule and discretionary regimes in the United States: evidence from a k-state Markov switching model

We examine US monetary policies from 1973 to 2014 with the Taylor rule as a benchmark by utilizing a k-state Markov regime switching model in which the number and the periods of the regimes are endogenously determined. The model relates the federal funds rate with real time output gaps and inflation...

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書目詳細資料
Main Authors:	Alba, Joseph Dennis, Wang, Peiming
其他作者:	School of Humanities and Social Sciences
格式:	Article
語言:	English
出版:	2016
主題:	Markov model Taylor rule
在線閱讀:	https://hdl.handle.net/10356/81213 http://hdl.handle.net/10220/41106
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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