Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach-Reference-Cited by-同舟云学术

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Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach

Published:2017-01-12 Issue:4 Volume:53 Page:1503-1527
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

de Medeiros Gabriela Bezerra,Portugal Marcelo Savino,Aragón Edilean Kleber da Silva Bejarano

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00181-016-1195-0/fulltext.html

Reference63 articles.

1. Adam K, Billi RM (2006) Optimal monetary policy under commitment with a zero bound on nominal interest rates. J Money Credit Bank 38(7):1877–1905

2. Aghion P, Bacchetta P, Rancière R, Rogoff K (2009) Exchange rate volatility and productivity growth: the role of financial development. J Monet Econ 56:494–513

3. Aizenman J, Hutchison M, Noy I (2011) Inflation targeting and real exchange rates in emerging markets. World Dev 39(5):712–724

4. Amemiya T (1982) Two stage least absolute deviations estimators. Econometrica 50:689–711

5. Aragón EKDSB, Portuga MS (2010) Nonlinearities in Central Bank of Brazil’s reaction function: the case of asymmetric preferences. Estud Econ 40(2):373–399

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime;Economic Change and Restructuring;2021-11-23

2. Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function;Empirical Economics;2019-11-22

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