Browsing Handelshøyskolen BI by Subject "Taylor rules"
Now showing items 1-1 of 1
-
Taylor Rules with Endogenous Regimes
(CAMP Working Paper Series;04/2024, Working paper, 2024-05-07)The Fed’s policy rule switches during the different phases of the business cycle. This finding is established using a dynamic mixture model to estimate regime-dependent Taylor-type rules on US quarterly data from 1960 to ...