Hello everyone,
Please I need some help in estimating threshold Taylor rules using GMM as was done in (Caporale, G. M., Helmi, M. H., Çatık, A. N., Menla Ali, F., & Akdeniz, C. (2018). Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? Economic Modelling, 72(February), 306–319. https://doi.org/10.1016/j.econmod.2018.02.006)
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