𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimating the ECB Policy Reaction Function

✍ Scribed by Kai Carstensen


Book ID
111062250
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
204 KB
Volume
7
Category
Article
ISSN
1465-6485

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Estimating the discount rate policy reac
✍ Woon Gyu Choi πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 245 KB πŸ‘ 1 views

This paper estimates a policy rule that explains the sign and the magnitude of the Federal Reserve's (Fed's) discount rate changes. It sets out a two-sided Type II Tobit model and develops a procedure for its estimation, considering the discrete and censored nature of the changes. The results sugges

ESTIMATING SARB'S POLICY REACTION RULE
✍ Alberto Ortiz; Federico Sturzenegger πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 472 KB
Policy words and policy deeds: the ECB a
✍ Pierre L. Siklos; Martin T. Bohl πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 351 KB

## Abstract This paper examines the role of the European Central Bank (ECB) communication activities on daily eurodollar exchange rate and interest rates. We estimate the relationship between monetary policy and the exchange rate using a technique that explicitly recognizes the joint determination

How does the ECB implement monetary poli
✍ Steen Ejerskov; Clara Martin Moss; Livio Stracca πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 348 KB