The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
This paper shows how to estimate forecast uncertainty about future short-term interest rates by combining a time-varying Taylor rule with an unobserved components model of economic fundamentals. Using this model I separate interest rate uncertainty into economically meaningful components that repres...
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Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 45-2009) |
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1. Verfasser: | |
Format: | Arbeit |
Sprache: | Englisch |
Veröffentlicht: |
Philipps-Universität Marburg
2009
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Online-Zugang: | PDF-Volltext |
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