Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function

Journal of Business and Economic Statistics

Volumn 22, Issue 2, 2004, Pages 225-239

  Jondeau, Eric ^a   Le Bihan, Hervé ^b   Gallès, Clémentine ^c  

^a UNIVERSITÉ PARIS EST CRÉTEIL   (France)

^b BANQUE DE FRANCE   (France)

^c TOULOUSE SCHOOL OF ECONOMICS   (France)

Author keywords

Finite sample properties; Forward looking model; Generalized method of moments; Maximum likelihood estimator; Monetary policy reaction function

Indexed keywords

EID: 2142828446     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000118     Document Type: Review

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