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by milami
Fri Jun 04, 2021 3:55 pm
Forum: Estimation
Topic: Nonlinear Taylor rule estimation in eviews (HOW TO INCLUDE MONETARY POLICY INERTIA IN MY NONLINEAR EQUATION???!)
Replies: 0
Views: 1382

Nonlinear Taylor rule estimation in eviews (HOW TO INCLUDE MONETARY POLICY INERTIA IN MY NONLINEAR EQUATION???!)

Hello everybody, I REALLY NEED HELP :cry: :cry: I am facing a big problem estimating a nonlinear Dynamic Taylor rule using Smooth Transition Regression (STR) in eviews 11. As you know, in theory, linear taylor rule takes generally this form: i(t)=ρi(t-1)+(1-ρ)(r^*+α(π(t)-π^* )+β(y(t)-y^* ))+ε(t), In...

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