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Volumn 11, Issue 1-2, 1997, Pages 53-70

Modelling Federal Reserve Discount Policy

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EID: 0346123997     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008622613557     Document Type: Article
Times cited : (15)

References (18)
  • 1
    • 0001162133 scopus 로고
    • Tests for parameter instability and structural change with unknown change point
    • Andrews, D.W.K. (1993). Tests for parameter instability and structural change with unknown change point, Econometrica 61: 821-856.
    • (1993) Econometrica , vol.61 , pp. 821-856
    • Andrews, D.W.K.1
  • 3
    • 2342588514 scopus 로고
    • unpublished working paper, Southern Methodist University, (October)
    • Balke, N. and Fomby, T. (1994). Threshold Cointegration, unpublished working paper, Southern Methodist University, (October).
    • (1994) Threshold Cointegration
    • Balke, N.1    Fomby, T.2
  • 5
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle, R. and Granger, C.W.J., (1987). Co-integration and error correction: representation, estimation and testing, Econometrica 55: 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.W.J.2
  • 6
    • 48749148857 scopus 로고
    • Discount window borrowing, monetary policy, and the post-October 6, 1979 Federal Reserve operating procedure
    • Goodfriend, M. (1983). Discount window borrowing, monetary policy, and the post-October 6, 1979 Federal Reserve operating procedure, Journal of Monetary Economics 12: 343-356.
    • (1983) Journal of Monetary Economics , vol.12 , pp. 343-356
    • Goodfriend, M.1
  • 9
    • 0030373966 scopus 로고    scopus 로고
    • Inference where a nuisance parameter is not identified under the null hypothesis
    • Hansen, B. (1996). Inference where a nuisance parameter is not identified under the null hypothesis, Econometrica, 64: 413-430.
    • (1996) Econometrica , vol.64 , pp. 413-430
    • Hansen, B.1
  • 11
    • 2342456208 scopus 로고
    • Impact of discount policy procedures on the effectiveness of reserve targeting
    • Federal Reserve Staff Study
    • Keir, P. (1981). Impact of discount policy procedures on the effectiveness of reserve targeting, in New Monetary Control Procedures, Federal Reserve Staff Study, Vol. 1, (February).
    • (1981) New Monetary Control Procedures , vol.1 , Issue.FEBRUARY
    • Keir, P.1
  • 12
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., Phillips, P.C.B., Schmidt, P. and Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?, Journal of Econometrics 54: 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 13
    • 0040346681 scopus 로고
    • The model structure of discount window borrowing
    • Peristiani, S. (1991). The model structure of discount window borrowing, Journal of Money, Credit and Banking 23(1): 13-34.
    • (1991) Journal of Money, Credit and Banking , vol.23 , Issue.1 , pp. 13-34
    • Peristiani, S.1
  • 15
    • 0039754650 scopus 로고
    • Policy robustness: Specification and simulation of a monthly money market model
    • Tinsley, P. et al. (1982). Policy robustness: specification and simulation of a monthly money market model, Journal of Money, Credit and Banking 14(4): pt. 2 829-856.
    • (1982) Journal of Money, Credit and Banking , vol.14 , Issue.4 PART 2 , pp. 829-856
    • Tinsley, P.1
  • 18
    • 84950428199 scopus 로고
    • Testing and modeling threshold autoregressive processes
    • Tsay, R. (1989). Testing and modeling threshold autoregressive processes, Journal of the American Statistical Association 84: 231-240.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 231-240
    • Tsay, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.