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National Repository of Grey Literature

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Time-varying monetary-policy rules and financial stress: Does financial instability matter for moentary policy? Baxa, Jaromír ; Horváth, Roman ; Vašíček, Bořek Writers examine whether and how selected central banks responded to episodes of financial stress over the last three decades. They employ a new monetary-policy rule estimation methodology which allows for time-varying response coefficients and corrects for endogeneity. Fulltext: PDF Detailed record

How does monetary policy change?: evidence on inflation targeting countries Baxa, Jaromír ; Horváth, Roman ; Vašíček, Bořek Writers examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom) applying moment-based estimator at time-varying parameter model with endogenous regressors. Fulltext: PDF Detailed record

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