Forecasting monetary policy rules in South Africa
نویسندگان
چکیده
منابع مشابه
Forecasting monetary policy rules in South Africa
This paper is the first one to: (i) provide in-sample estimates of linear and nonlinear Taylor rules, augmented with an indicator of financial stability, for the case of South Africa, and (ii) analyse the ability of linear and nonlinear monetary policy rule specifications, as well as nonparametric and semiparametric models, to forecast the nominal interest rate setting that describes the South ...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2012
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2011.04.006