Taylor rule in practice: Evidence from tunisia

Olfa Chaouech

MPRA Paper from University Library of Munich, Germany

Abstract: This paper estimates the Taylor rule under the static version, then the dynamic version of the Central bank of Tunisia (CBT), using monthly data from 2002:Q1 to 2014:Q12. The empirical results indicate that the CBT followed the Taylor rule in its dynamic version.

Keywords: Tylor rule; GMM; Monetary policy; Reaction function (search for similar items in EconPapers)
JEL-codes: C13 E52 (search for similar items in EconPapers)
Date: 2015-06-01, Revised 2015-09-18
New Economics Papers: this item is included in nep-ara, nep-cba, nep-mac and nep-mon
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/66771/1/MPRA_paper_66771.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/74480/1/MPRA_paper_66771.pdf revised version (application/pdf)
https://mpra.ub.uni-muenchen.de/74942/1/MPRA_paper_66771.pdf revised version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:66771

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().