Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242)
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scientific article; zbMATH DE number 7734254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions |
scientific article; zbMATH DE number 7734254 |
Statements
Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (English)
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5 September 2023
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dynamic conditional score (DCS)
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generalized autoregressive score (GAS)
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government conservatorship
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government-sponsored enterprises (GSEs)
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mortgage-backed securities (MBSs)
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quantitative easing (QE) programs
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