Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy -n   Evidence from Switzerland

Nitschka Thomas; Markov Nikolay

首页> 外文期刊>German economic review >Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy -n Evidence from Switzerland

【24h】

Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy -n Evidence from Switzerland

机译：小型开放经济中泰勒规则的半参数估计-n来自瑞士的证据

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This article estimates the policy reaction function of the Swiss National Bank (SNB) using real-time internal inflation forecasts and output gap estimates from 2000 to 2012. We analyze potential nonlinearities of policy rate responses to economic fundamentals using a novel semiparametric approach. We find a linear response of the SNB's policy rate to inflation forecasts but a strong nonlinear response of the policy rate to the output gap and exchange rate changes. This finding suggests that the

机译：本文使用实时内部通货膨胀预测和2000年至2012年的产出缺口估计值估算瑞士国家银行（SNB）的政策反应功能。我们使用新颖的半参数方法分析政策利率对经济基本面的潜在非线性。我们发现瑞士央行的政策利率对通货膨胀预测具有线性响应，但政策利率对产出缺口和汇率变化具有强烈的非线性响应。这一发现表明，

著录项

来源
《German economic review》 |2016年第4期|478-490|共13页
作者
Nitschka Thomas; Markov Nikolay;
展开▼
作者单位

Pictet Asset Management, Geneva, Switzerland.;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Taylor rules; real-time data; nonlinearity; semiparametric-modelling;

机译：泰勒规则;实时数据;非线性;半参数建模;

相似文献

外文文献
中文文献
专利

1. INFLATION TARGETING AND AN OPTIMAL TAYLOR RULE FOR AN OPEN ECONOMY: EVIDENCE FOR COLOMBIA 1990-2011* [J] . VILLA EDGAR, MISAS MARTHA A, GIRALDO ANDRéS F Latin American Journal of Economics . 2014,第1期

机译：开放经济的通胀目标和最佳泰勒规则：1990-2011年哥伦比亚的证据*
2. EXTERNAL DEBT AND TAYLOR RULES IN A SMALL OPEN ECONOMY [J] . Kitano Shigeto, Takaku Kenya Pacific economic review . 2016,第5期

机译：小开放经济中的外部债务和泰勒规则
3. Optimized Taylor rules with domestic bond yields in emerging market economies [J] . Gadanecz Blaise, Miyajima Ken, Urban Joerg Applied economics letters . 2015,第7a9期

机译：通过新兴市场经济体的国内债券收益率优化泰勒规则
4. Evidence Types, Credibility Factors, and Patterns or Soft Rules for Weighing Conflicting Evidence: Argument Mining in the Context of Legal Rules Governing Evidence Assessment [C] . Vern R. Walker, Dina Foerster, Julia Monica Ponce, 5th workshop on argument mining 2018 . 2018

机译：权衡冲突证据的证据类型，可信度因素和模式或软规则：证据证据法律规则中的论点挖掘
5. Essays on the Mexican economy: Business cycles and remittances, monetary policy and Taylor-rules, and offshoring and volatility. [D] . Coronado, Roberto A. 2010

机译：关于墨西哥经济的论文：商业周期和汇款，货币政策和泰勒规则，以及离岸和动荡。
6. Tips for Teachers of Evidence-based Medicine: Clinical Prediction Rules (CPRs) and Estimating Pretest Probability [O] . Thomas McGinn, Ramiro Jervis, Juan Wisnivesky, 2008

机译：给循证医学老师的提示：临床预测规则（CPR）和评估测验前的概率
7. Optimal Taylor Rules in an Estimated Model of a Small Open Economy [O] . Nooman Rebei, Steve Ambler, Ali Dib 100

机译：小型开放经济估算模型中的最优泰勒规则

Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy -n Evidence from Switzerland

摘要

著录项

相似文献

相关主题

期刊订阅