Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
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DOI: 10.1016/j.jbankfin.2013.11.016
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Citations
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Cited by:
- Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018.
"Risk management-driven policy rate gap,"
Economics Letters, Elsevier, vol. 171(C), pages 235-238.
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- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," Melbourne Institute Working Paper Series wp2018n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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More about this item
Keywords
US Fed; Monetary policy; Risk management; Smooth-transition regression model; Aggressiveness;All these keywords.
JEL classification:
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
Statistics
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