Monetary policy with a wider information set: A Bayesian model averaging approach

Scottish Journal of Political Economy

Volumn 55, Issue 1, 2008, Pages 1-30

  Milani, Fabio ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayesian model averaging; Interest rate smoothing; Leading indicators; Model uncertainty; Optimal monetary policy

Indexed keywords

BAYESIAN ANALYSIS; CENTRAL BANK; INTEREST RATE; MACROECONOMICS; MARKOV CHAIN; MONETARY POLICY; NUMERICAL MODEL;

EID: 38649106422     PISSN: 00369292     EISSN: 14679485     Source Type: Journal    
DOI: 10.1111/j.1467-9485.2008.00446.x     Document Type: Article

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