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Estimating Monetary Policy Reaction Functions Using Quantile Regressions · Study

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ArticleEstimating Monetary Policy Reaction Functions Using Quantile Regressions

Maik H. Wolters2011

OA

Articlegreen2011

Estimating Monetary Policy Reaction Functions Using Quantile Regressions

Maik H. Wolters

39 citations·0/0 files stored·Journal of Macroeconomics

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Monetary Policy and Economic Impact Market Dynamics and Volatility Economic theories and models

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References

1993Discretion versus policy rules in practice 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1998Monetary policy rules in practice 2001Monetary Policy Rules Based on Real-Time Data 2002The Unreliability of Output-Gap Estimates in Real Time 2002Term structure evidence on interest rate smoothing and monetary policy inertia 1997Monetary Policy Rules in Practice: Some International Evidence 2007Housing and Monetary Policy

Cited by

2015The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions 2013Asymmetric monetary policy towards the stock market: A DSGE approach 2016Open Market Operation Effectiveness in China 2012Is monetary policy non‐linear in Indonesia, Korea, Malaysia, and Thailand? A quantile regression analysis

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Details

Year2011

Typearticle

Published2011-01-01

VenueJournal of Macroeconomics

ISSN-L0164-0704

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jmacro.2011.12.004

openalex_workW3023914152

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