Home  Journals  Finance and Credit  14(542) - 2013 April

Application of the Taylor rule for Russia: an empirical analysis

Available online: 11 April 2013

Subject Heading: Banking

JEL Classification: 

In the article the analysis of a monetary policy of the Russian Federation is carried out to the pre-crisis, crisis and post-crisis periods, based on Taylor's rule. The choice of the most suitable model for the Russian Federation from 9 alternative options of calculation of the rule of Taylor is revealed.

Keywords: monetary policy, financial crisis, Hodrick-Prescott filter, method of least squares, Taylor rule

View all articles of issue

ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

Journal current issue

Vol. 30, Iss. 3 March 2024

Archive