Dynamic Censored Regression and the Open Market Desk Reaction Function
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- Robert Jong & Ana MarÃa Herrera, 2011. "Dynamic Censored Regression and the Open Market Desk Reaction Function," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 228-237, April.
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- Ordoñez-Callamand, Daniel & Hernandez-Leal, Juan D. & Villamizar-Villegas, Mauricio, 2018.
"When multiple objectives meet multiple instruments: Identifying simultaneous monetary shocks,"
International Review of Economics & Finance,
Elsevier, vol. 58(C), pages 78-101.
- Daniel Ordoñez-Callamand & Juan D. Hernandez-Leal & Mauricio Villamizar-Villegas, 2017. "When Multiple Objectives Meet Multiple Instruments: Identifying Simultaneous Monetary Shocks," Borradores de Economia 997, Banco de la Republica de Colombia.
- Jean-Yves Gnabo & Luiz de Mello & Diego Moccero, 2010.
"Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic,"
Wiley Blackwell, vol. 13(2), pages 195-221, August.
- Luiz de Mello & Diego Moccero & Jean-Yves Gnabo, 2008. "Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," OECD Economics Department Working Papers 593, OECD Publishing.
- Gnabo, Jean-Yves & de Mello, Luiz & Moccero, Diego, 2008. "Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," WIDER Working Paper Series 095, World Institute for Development Economic Research (UNU-WIDER).
- Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.
- Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
- repec:eee:eejocm:v:28:y:2018:i:c:p:108-123 is not listed on IDEAS
- George Monokroussos, 2013.
"A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series,"
Springer;Society for Computational Economics, vol. 42(1), pages 71-105, June.
- George Monokroussos, 2009. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers 09-07, University at Albany, SUNY, Department of Economics.
- Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
- Ana Maria Herrera & Pinar Ozbay, 2005. "A Dynamic Model of Central Bank Intervention," Working Papers 0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- repec:eee:ecolet:v:162:y:2018:i:c:p:112-115 is not listed on IDEAS
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