Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules

C-Tier
Journal: Economic Modeling
Year: 2009
Volume: 26
Issue: 5
Pages: 946-960

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank adjusted its short-term rate with respect to various objectives. By building on a careful exploration of the properties of the variables involved, it is established that interest rate rules --often remarkably similar to the Taylor rule-- remain valid and relevant in a Vector Error Correction framework, and thereby proposing a distinctive interpretation of German monetary policy during the period 1975-1998.

Technical Details

RePEc Handle
repec:eee:ecmode:v:26:y:2009:i:5:p:946-960
Journal Field
General
Author Count
1
Added to Database
2026-01-25