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Monetary policy regimes in macroeconomic data: An application of fractal analysis |
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| Authors: | Robert F Mulligan Roger Koppl |
| Institution: | a Department of Accountancy, Finance, Information Systems, & Economics, College of Business, Western Carolina University, Cullowhee, NC 28723, USA;b Fairleigh Dickinson University, Madison, NJ 07940, USA |
| Abstract: | |
| Keywords: | Monetary policy regimes Adjusted rescaled range Hurst exponent Fractal analysis Activist policy Rules v discretion |
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