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How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US.

P. A. V. B. SwamyGeorge S. TavlasI-Lok Chang
Published in: Comput. Stat. Data Anal. (2005)
Keyphrases
  • monetary policy
  • driving forces
  • stock market
  • exchange rate
  • production rules
  • association rules
  • linear combination
  • rule sets
  • fourier coefficients
  • data sets
  • information systems
  • knowledge base
  • long term
  • basis functions