Monetary policy regimes in macroeconomic data: An application of fractal analysis

Quarterly Review of Economics and Finance

Volumn 51, Issue 2, 2011, Pages 201-211

  Mulligan, Robert F ^a   Koppl, Roger ^b  

^a WESTERN CAROLINA UNIVERSITY   (United States)

^b FAIRLEIGH DICKINSON UNIVERSITY   (United States)

Author keywords

Activist policy; Adjusted rescaled range; Fractal analysis; Hurst exponent; Monetary policy regimes; Rules v. discretion

Indexed keywords

EID: 79954875942     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2011.01.001     Document Type: Article

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