Dissecting Taylor rules in a structural VAR [[electronic resource] /] / Woon Gyu Choi and Yi Wen
| 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->
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| [Washington, D.C.], : International Monetary Fund, 2010 | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
| 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 Agriculture: Aggregate Supply and Demand Analysis Banking Banks and Banking Business cycles Central bank policy rate Deflation Economic growth Economic theory & philosophy Economic Theory Economic theory Financial services Inflation Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Macroeconomics: Production Model Construction and Estimation Monetary Policy Price Level Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Production growth Production Supply and demand Supply shocks |
| ISBN |
9786612845284
9781462316403 1462316409 9781452704647 1452704643 9781451962291 1451962290 9781282845282 1282845284 |
| 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-9910973988603321 |
Choi Woon
|
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| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Taylor rule and the transformation of monetary policy [[electronic resource] /] / edited by Evan F. Koenig, Robert Leeson, George A. Kahn
| The Taylor rule and the transformation of monetary policy [[electronic resource] /] / edited by Evan F. Koenig, Robert Leeson, George A. Kahn |
| Pubbl/distr/stampa | Stanford, Calif., : Hoover Institution Press, Stanford University, 2012 |
| Descrizione fisica | 1 online resource (368 p.) |
| Disciplina | 339.5/3015195 |
| Altri autori (Persone) |
KoenigEvan F
LeesonRobert KahnGeorge A <1956-> (George Arnett) |
| Collana | Hoover Institution Press publication |
| Soggetto topico |
Taylor's rule
Monetary policy - Mathematical models Monetary policy - United States - History |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-8179-1406-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Monetary policy rules : from Adam Smith to John Taylor / Pier Francesco Asso, Robert Leeson -- The Taylor Rule and the practice of central banking / George A. Kahn -- A comparison with Milton Friedman / Edward Nelson -- Two basic principles / Robert E. Lucas -- The great moderation / Ben S. Bernanke -- The great deviation / John B. Taylor -- It's not so simple / Donald L. Kohn -- Forecast targeting as a monetary policy strategy : policy rules in practice / Michael Woodford -- The dual nature of forecast targeting and instrument rules / John B. Taylor -- Evaluating monetary policy / Lars E.O. Svensson -- Overview / Ben S. Bernanke -- The view from inside the Fed / Janet Yellen -- The view from inside the European Central Bank / Otmar Issing -- The view from central banks in emerging markets / Guillermo Ortiz -- A view from the financial markets / John P. Lipsky. |
| Record Nr. | UNINA-9910452851203321 |
| Stanford, Calif., : Hoover Institution Press, Stanford University, 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Taylor rule and the transformation of monetary policy [[electronic resource] /] / edited by Evan F. Koenig, Robert Leeson, George A. Kahn
| The Taylor rule and the transformation of monetary policy [[electronic resource] /] / edited by Evan F. Koenig, Robert Leeson, George A. Kahn |
| Pubbl/distr/stampa | Stanford, Calif., : Hoover Institution Press, Stanford University, 2012 |
| Descrizione fisica | 1 online resource (368 p.) |
| Disciplina | 339.5/3015195 |
| Altri autori (Persone) |
KoenigEvan F
LeesonRobert KahnGeorge A <1956-> (George Arnett) |
| Collana | Hoover Institution Press publication |
| Soggetto topico |
Taylor's rule
Monetary policy - Mathematical models Monetary policy - United States - History |
| ISBN | 0-8179-1406-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Monetary policy rules : from Adam Smith to John Taylor / Pier Francesco Asso, Robert Leeson -- The Taylor Rule and the practice of central banking / George A. Kahn -- A comparison with Milton Friedman / Edward Nelson -- Two basic principles / Robert E. Lucas -- The great moderation / Ben S. Bernanke -- The great deviation / John B. Taylor -- It's not so simple / Donald L. Kohn -- Forecast targeting as a monetary policy strategy : policy rules in practice / Michael Woodford -- The dual nature of forecast targeting and instrument rules / John B. Taylor -- Evaluating monetary policy / Lars E.O. Svensson -- Overview / Ben S. Bernanke -- The view from inside the Fed / Janet Yellen -- The view from inside the European Central Bank / Otmar Issing -- The view from central banks in emerging markets / Guillermo Ortiz -- A view from the financial markets / John P. Lipsky. |
| Record Nr. | UNINA-9910779112003321 |
| Stanford, Calif., : Hoover Institution Press, Stanford University, 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||