A comparison of time-varying parameter and multiprocess mixture models in the case of money-supply announcements
Year of publication: |
1992
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Authors: | Lesage, James P. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 2, p. 201-211
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Geldmengensteuerung | Monetary targeting | Ankündigungseffekt | Announcement effect | Zins | Interest rate | Theorie | Theory | USA | United States | 1977-1985 |
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