Conservatorship, quantitative easing, and mortgage spreads : a new multi-equation score-driven model of policy actions
Szabolcs Blazsek, Virag Blazsek and Adam Kobor
| Year of publication: |
2023
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| Authors: | Blazsek, Szabolcs ; Blazsek, Virág ; Kobor, Adam |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 2, p. 237-264
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| Subject: | dynamic conditional score (DCS) | generalized autoregressive score (GAS) | government conservatorship | government-sponsored enterprises (GSEs) | mortgage-backed securities (MBSs) | quantitative easing (QE) programs | Hypothek | Mortgage | Quantitative Lockerung | Quantitative easing | Geldpolitik | Monetary policy | Asset-Backed Securities | Asset-backed securities | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2021-0066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288896