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July 04, 2015

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Subject / Keyword: time-varying parameters

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Title: Estimating the Implicit Inflation Target: An Application to U.S. Monetary Policy
Author/Editor: Leigh, Daniel
Series: Working Paper No. 05/77
Published: April 1, 2005
Subject(s): Inflation targeting | United States | Monetary policy | Interest rates | Disinflation | Deflation | Economic models
Author's keyword(s): Taylor rule | time-varying parameters | Kalman filter


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