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분계점 공적분 검정법을 사용한 한국의 비선형 테일러 통화정책 검증
IV ECM Threshold Cointegration Tests and Nonlinear Monetary Policy in Korea
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- Abstract
The goal of this paper is to examine the validity of nonlinear Taylor rules in Korea. To perform our tests, we utilize new IV ECM threshold cointegration tests that are invariant to nuisance parameters. The new tests have a standard chi-square distribut
- Issue Date
- 2007-12-30
- Publisher
- 한국개발연구원
Korea Development Institute
- Language
- en
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