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A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through. (2012). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Kývýlcým Metin ozcan, .
In: Working Papers.
RePEc:bou:wpaper:2012/08.

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  1. Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1744.

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  2. Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:704.

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  3. Monetary Policy Reaction Functions in Iran: An Extended Kalman Filter Approach. (2015). Hematy, Maryam ; Jalali-Naini, Ahmad R.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:10:y:2015:i:3:p:29-48.

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  4. Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:50040.

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  5. Monetary-fiscal policy interactions: interdependent policy rule coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-58.

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References

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  46. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0810.

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  47. Monetary Policy Regimes and the Term Structure of Interest Rates. (2008). Chernov, Mikhail ; Bikbov, Ruslan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7096.

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  48. The inflation risk premium in the term structure of interest rates. (2008). Hördahl, Peter ; Hordahl, Peter.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0809e.

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  49. Econometric Asset Pricing Modelling.. (2008). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
    In: Working papers.
    RePEc:bfr:banfra:223.

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  50. A Habit-Based Explanation of the Exchange Rate Risk Premium. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-047.

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