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- W2085698989 abstract "This paper finds empirical support for a Taylor (1993 Taylor, J. 1993. Discretion versus policy rules in practice. Carnegie Rochester Conference Series on Public Policy, 39: 195–241. [Crossref] , [Google Scholar]) type interest rate determination rule. The model is solved analytically, estimated and used for simulation, impulse response analyses and forecasting with quarterly time series data for the UK and annual time series data for Germany, France, Japan, the UK and the US. The results confirm that such rules implicitly exists during the period of analysis." @default.
- W2085698989 created "2016-06-24" @default.
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- W2085698989 date "2008-03-01" @default.
- W2085698989 modified "2023-09-27" @default.
- W2085698989 title "An empirical study of interest rate determination rules" @default.
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- W2085698989 doi "https://doi.org/10.1080/09603100500447560" @default.
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