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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->  
[Washington, D.C.], : International Monetary Fund, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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  
Washington, D.C. : , : International Monetary Fund, , 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui