Modelling federal reserve discount policy

DOI10.1023/A:1008622613557zbMath0896.90077OpenAlexW2139818322MaRDI QIDQ1386855

Christopher F. Baum, Meral Karasulu

Publication date: 26 May 1998

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008622613557

zbMATH Keywords

threshold cointegration methodology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference ⋮ Testing for two-regime threshold cointegration in vector error-correction models.

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