The non-linear effects of the Fed asset purchases

DOI10.1515/SNDE-2020-0022OpenAlexW3144435257MaRDI QIDQ2700540

Alessio Anzuini

Publication date: 27 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2020-0022

zbMATH Keywords

unconventional monetary policytransmission mechanismthreshold vector autoregression

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Impulse response analysis in nonlinear multivariate models
• Sample Splitting and Threshold Estimation
• Testing and Modeling Multivariate Threshold Models
• A Preferred‐Habitat Model of the Term Structure of Interest Rates
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

This page was built for publication: The non-linear effects of the Fed asset purchases