Monetary policy deviations: A Bayesian state-space analysis

Patrick Scott

doi:10.1016/j.qref.2016.04.015

Monetary policy deviations: A Bayesian state-space analysis

Patrick Scott

Economics and Finance

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The Quarterly Review of Economics and Finance
Volume	63
DOIs	https://doi.org/10.1016/j.qref.2016.04.015
State	Published - 2017

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 11 Sustainable Cities and Communities
SDG 17 Partnerships for the Goals

Keywords

Interest rate
Policy deviations
Taylor rule
Bayesian estimation
Time varying inflation target

Disciplines

Finance

Access to Document

10.1016/j.qref.2016.04.015License: Unspecified

Cite this

@article{6f13c8ba40e44410b0dbdbf5117c15b4,

title = "Monetary policy deviations: A Bayesian state-space analysis",

keywords = "Interest rate, Policy deviations, Taylor rule, Bayesian estimation, Time varying inflation target",

author = "Patrick Scott",

year = "2017",

doi = "10.1016/j.qref.2016.04.015",

language = "American English",

volume = "63",

journal = "The Quarterly Review of Economics and Finance",

}

TY - JOUR

T1 - Monetary policy deviations: A Bayesian state-space analysis

AU - Scott, Patrick

PY - 2017

Y1 - 2017

KW - Interest rate

KW - Policy deviations

KW - Taylor rule

KW - Bayesian estimation

KW - Time varying inflation target

UR - https://www.sciencedirect.com/science/article/pii/S1062976916300230

U2 - 10.1016/j.qref.2016.04.015

DO - 10.1016/j.qref.2016.04.015

M3 - Article

VL - 63

JO - The Quarterly Review of Economics and Finance

JF - The Quarterly Review of Economics and Finance

ER -

Monetary policy deviations: A Bayesian state-space analysis

UN SDGs

Keywords

Disciplines

Access to Document

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