Interest Rate Prediction with Taylor Rule

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Taylor Rule</title> <meta name="description" content="Interest Rate Prediction with Taylor Rule"> <meta name="keywords" content="interest rate, Forex, Taylor rule, production, European Central Bank (ECB), Federal Reserve System (FED)."> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research 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Prediction with Taylor Rule</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=T.%20Bouchabchoub">T. Bouchabchoub</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Bendahmane"> A. Bendahmane</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Haouriqui"> A. Haouriqui</a>, <a href="https://publications.waset.org/abstracts/search?q=N.%20Attou"> N. Attou</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper presents simulation results of Forex predicting model equations in order to give approximately a prevision of interest rates. First, Hall-Taylor (HT) equations have been used with Taylor rule (TR) to adapt them to European and American Forex Markets. Indeed, initial Taylor Rule equation is conceived for all Forex transactions in every States: It includes only one equation and six parameters. Here, the model has been used with Hall-Taylor equations, initially including twelve equations which have been reduced to only three equations. Analysis has been developed on the following base macroeconomic variables: Real change rate, investment wages, anticipated inflation, realized inflation, real production, interest rates, gap production and potential production. This model has been used to specifically study the impact of an inflation shock on macroeconomic director interest rates. <iframe src="https://publications.waset.org/abstracts/12544.pdf" style="width:100%; height:400px;" frameborder="0"></iframe> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=interest%20rate" title="interest rate">interest rate</a>, <a href="https://publications.waset.org/abstracts/search?q=Forex" title=" Forex"> Forex</a>, <a href="https://publications.waset.org/abstracts/search?q=Taylor%20rule" title=" Taylor rule"> Taylor rule</a>, <a href="https://publications.waset.org/abstracts/search?q=production" title=" production"> production</a>, <a href="https://publications.waset.org/abstracts/search?q=European%20Central%20Bank%20%28ECB%29" title=" European Central Bank (ECB)"> European Central Bank (ECB)</a>, <a href="https://publications.waset.org/abstracts/search?q=Federal%20Reserve%20System%20%28FED%29." title=" Federal Reserve System (FED)."> Federal Reserve System (FED).</a> </p> <a href="https://publications.waset.org/abstracts/12544/interest-rate-prediction-with-taylor-rule" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/12544.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">527</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational 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Interest Rate Prediction with Taylor Rule