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Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012100515
Saved in:
2
Inflation targeting with sovereign default risk
Arellano, Cristina
;
Bai, Yan
;
Mihalache, Gabriel
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2018
Persistent link: https://www.econbiz.de/10012203563
Saved in:
3
Trade dynamics in the market for federal funds
Afonso, Gara
;
Lagos, Ricardo
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2014
Persistent link: https://www.econbiz.de/10010337036
Saved in:
4
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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