Work

Reading the Recent Monetary History of the United States, 1959-2007

Year: 2010

Type: article

Abstract: The authors report the results of the estimation of a rich dynamic stochastic general equilibrium (DSGE) model of the U.S. economy with both stochastic volatility and parameter drifting in the Taylor rule.

DOI: 10.20955/r.92.311-38

Authors: Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez

Institutions: Fundación de Estudios de Economía Aplicada, Federal Reserve Bank of Philadelphia

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

OpenAlex ID: W1519583537

FWCI: 5.71

Cites: 85

Cited by: 25

Related to: 10