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Dissecting Taylor Rules in a Structural VAR / / Woon Choi, Yi Wen
| Dissecting Taylor Rules in a Structural VAR / / Woon Choi, Yi Wen |
| Autore | Choi Woon |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
| Descrizione fisica | 26 p. : ill |
| Altri autori (Persone) | WenYi |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Mathematical models
Taylor's rule Banks and Banking Inflation Macroeconomics Economic Theory Model Construction and Estimation Monetary Policy Price Level Deflation Macroeconomics: Production Agriculture: Aggregate Supply and Demand Analysis Prices Interest Rates: Determination, Term Structure, and Effects Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Economic theory & philosophy Banking Economic growth Production growth Supply shocks Central bank policy rate Business cycles Production Economic theory Financial services Supply and demand Interest rates |
| ISBN |
1-4623-1640-9
9786612845284 1-4527-0464-3 1-4519-6229-0 1-282-84528-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788310703321 |
Choi Woon
|
||
| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dissecting Taylor Rules in a Structural VAR / / Woon Choi, Yi Wen
| Dissecting Taylor Rules in a Structural VAR / / Woon Choi, Yi Wen |
| Autore | Choi Woon |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
| Descrizione fisica | 26 p. : ill |
| Disciplina | 332.15238 |
| Altri autori (Persone) | WenYi |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Mathematical models
Taylor's rule Banks and Banking Inflation Macroeconomics Economic Theory Model Construction and Estimation Monetary Policy Price Level Deflation Macroeconomics: Production Agriculture: Aggregate Supply and Demand Analysis Prices Interest Rates: Determination, Term Structure, and Effects Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Economic theory & philosophy Banking Economic growth Production growth Supply shocks Central bank policy rate Business cycles Production Economic theory Financial services Supply and demand Interest rates |
| ISBN |
1-4623-1640-9
9786612845284 1-4527-0464-3 1-4519-6229-0 1-282-84528-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Econometric Framework for New Taylor Rules -- A. Identification -- B. Uncovering New Taylor Rules -- III. Empirical Results -- A. Data -- B. Impulse Responses and Historical Decompositions -- C. Spectra of Structural Shocks -- D. Uncovering and Dissecting Taylor Rules -- IV. Counterfactual Experiments -- V. Conclusion -- References -- Tables -- 1. Spectral Decompositions of Volatility at Frequency Ranges -- 2. Policy Coefficients in New Taylor Rules -- 3. Conventional Taylor Rules: GMM Estimation -- Figures -- 1. Output Growth, Inflation, and Interest Rate -- 2. Impulse Responses to Shocks -- 3. Historical Decompositions of Variables by Shocks and Distributions -- 4. Time Profiles of Taylor Rule Coefficients -- 5. Effects of the Contemporaneous Rule: Counterfactual Simulation -- 6. Impacts of the Contemporaneous Rule on Variance: Spectral Decomposition. |
| Record Nr. | UNINA-9910818982603321 |
|
Choi Woon
|
||
| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||