Dissecting Taylor Rules in a Structural VAR /

This paper uncovers Taylor rules from estimated monetary policy reactions using a structural VAR on U.S. data from 1959 to 2009. These Taylor rules reveal the dynamic nature of policy responses to different structural shocks. We find that U.S. monetary policy has been far more responsive over time t...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteur: Choi, Woon
Andere auteurs: Wen, Yi
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2010.
Reeks:IMF Working Papers; Working Paper ; No. 2010/020
Online toegang:Full text available on IMF
Omschrijving
Samenvatting:This paper uncovers Taylor rules from estimated monetary policy reactions using a structural VAR on U.S. data from 1959 to 2009. These Taylor rules reveal the dynamic nature of policy responses to different structural shocks. We find that U.S. monetary policy has been far more responsive over time to demand shocks than to supply shocks, and more aggressive toward inflation than output growth. Our estimated dynamic policy coefficients characterize the style of policy as a "bang-bang" control for the pre-1979 period and as a gradual control for the post-1979 period.
Beschrijving item:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Fysieke beschrijving:1 online resource (27 pages)
Formaat:Mode of access: Internet
ISSN:1018-5941
Toegang:Electronic access restricted to authorized BRAC University faculty, staff and students