VECM and Taylor rule

Hello everyone,

Hope that you are doing well. I am interested in testing Taylor rule fundamentals in the context of VECM (I need to observe the nominal exchange rates, inflation, output gap impact on currency nomilan exchange). It whould mean a lot to me if anyone can give me hints how to implement it. Thank you for your help.

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.