Dissecting Taylor rules in a structural VAR [[electronic resource] /] / Woon Gyu Choi and Yi Wen |
Autore | Choi Woon Gyu <1960-> |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2010 |
Descrizione fisica | 26 p. : ill |
Altri autori (Persone) | WenYi |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Mathematical models
Taylor's rule |
Soggetto genere / forma | Electronic books. |
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-9910463704903321 |
Choi Woon Gyu <1960-> | ||
[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 |
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 Gyu Choi and Yi Wen |
Autore | Choi Woon Gyu <1960-> |
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 paper |
Soggetto topico |
Monetary policy - Mathematical models
Taylor's rule |
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 Gyu <1960-> | ||
[Washington, D.C.], : International Monetary Fund, 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|