Dynamic Censored Regression and the Open Market Desk Reaction Function
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- Jong, Robert & Herrera, Ana MarÃa, 2011. "Dynamic Censored Regression and the Open Market Desk Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 228-237.
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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.
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- 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.
- Michel, Jon & de Jong, Robert M., 2018. "Mixing properties of the dynamic Tobit model with mixing errors," Economics Letters, Elsevier, vol. 162(C), pages 112-115.
- Hertrich, Markus, 2020. "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers 21/2020, Deutsche Bundesbank.
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- Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Chair for Monetary Policy and International Economics.
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