Monetary policy during the greenspan era: a taylor rule analysis through switch regimes evaluated with STR model
Hasalliu, Paola (A.A. 2021/2022) Monetary policy during the greenspan era: a taylor rule analysis through switch regimes evaluated with STR model. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 71. [Master's Degree Thesis]
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Abstract/Index
Historical analysis of the taylor rule and monetary policy. Evaluation of the linearity of monetary policy during the greenspan era. The risk management approach model. The smooth transition regression model. Empirical method and estimation of the taylor rule during the greenspan era.
References
Bibliografia: pp. 56-58.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Aug 2023 08:32 |
| Last Modified: | 03 Aug 2023 08:32 |
| URI: | https://tesi.luiss.it/id/eprint/36244 |
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