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 statistical version, then the dynamic version of the Central bank of Tunisia (CBT), using monthly data from 1995 M1 to 2015 M12. The empirical results indicate that the CBT follows the Taylor rule in its dynamic version.

Keywords: GMM; Monetay; Policy; Taylor; rule; Reaction; function (search for similar items in EconPapers)
JEL-codes: E43 E51 E52 (search for similar items in EconPapers)
Date: 2015-02-15, Revised 2016-10-16
New Economics Papers: this item is included in nep-ara, nep-mac and nep-mon
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:74628

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