Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach
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Cited by:
- Rebeca I. Muñoz Torres & David Shepherd, 2014. "Inflation Targeting and the Consistency of Monetary Policy Decisions in Mexico: an Empirical Analysis with Discrete Choice Models," Manchester School, University of Manchester, vol. 82, pages 21-46, December.
- Dong He & Laurent L. Pauwels, 2008.
"What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model,"
China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 1-21, November.
- Dong He & Laurent Pauwels, 2008. "What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model," Working Papers 0806, Hong Kong Monetary Authority.
- Farrokh Nourzad & James Calhoun & Adam Kurkiewicz, 2012. "Federal funds futures, risk premium and monetary policy actions," Applied Financial Economics, Taylor & Francis Journals, vol. 22(16), pages 1317-1330, August.
- Hu, Ling & Phillips, Peter C. B., 2004.
"Nonstationary discrete choice,"
Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.
- Ling Hu & Peter C.B. Phillips, 2002. "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers 1364, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007.
"Nonstationary discrete choice: A corrigendum and addendum,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.
- Hu, Ling & Phillips, Peter C. B., 2004. "Nonstationary discrete choice," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.
- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005. "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers 1516, Cowles Foundation for Research in Economics, Yale University.
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Keywords
; ; ; ; ;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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