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dc.contributor.authorDel Negro, Marcoen
dc.contributor.authorSchorfheide, Franken
dc.date.accessioned2010-04-21-
dc.date.accessioned2012-08-17T14:37:57Z-
dc.date.available2012-08-17T14:37:57Z-
dc.date.issued2008-
dc.identifier.urihttp://hdl.handle.net/10419/60936-
dc.description.abstractThis paper estimates a small open-economy dynamic stochastic general equilibrium (DSGE) model, specified along the lines of Galí and Monacelli (2005) and Lubik and Schorfheide (2007), using Chilean data for the full inflation-targeting period of 1999 to 2007. We study the specification of the policy rule followed by the Central Bank of Chile, the dynamic response of inflation to domestic and external shocks, and the change in these dynamics under different policy parameters. We use the DSGE-VAR methodology from our earlier work (2007) to assess the robustness of the conclusion to the presence of model misspecification.en
dc.language.isoengen
dc.publisher|aFederal Reserve Bank of New York |cNew York, NYen
dc.relation.ispartofseries|aStaff Report |x329en
dc.subject.jelC11en
dc.subject.jelC32en
dc.subject.jelE52en
dc.subject.jelF41en
dc.subject.ddc330en
dc.subject.keywordBayesian analysisen
dc.subject.keywordsmall open-economy DSGE modelsen
dc.subject.keywordmodel misspecificationen
dc.subject.stwInflationsübertragungen
dc.subject.stwInflation Targetingen
dc.subject.stwKleines-offenes-Landen
dc.subject.stwDynamisches Gleichgewichten
dc.subject.stwChileen
dc.titleInflation dynamics in a small open-economy model under inflation targeting: Some evidence from Chile-
dc.typeWorking Paperen
dc.identifier.ppn587545593en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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