Cojump anchoring
Year of publication: |
2020
|
---|---|
Authors: | Winkelmann, Lars ; Yao, Wenying |
Publisher: |
Berlin : Freie Universität Berlin, School of Business & Economics |
Subject: | high-frequency statistics | pre-averaging | jump test | break-even inflation | anchoring of inflation expectations |
Series: | Discussion Paper ; 2020/17 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.17169/refubium-28418 [DOI] 1737568489 [GVK] hdl:10419/225523 [Handle] RePEc:zbw:fubsbe:202017 [RePEc] |
Classification: | c58 ; C12 - Hypothesis Testing ; C32 - Time-Series Models ; E58 - Central Banks and Their Policies |
Source: |
-
Winkelmann, Lars, (2020)
-
Winkelmann, Lars, (2021)
-
The Spillover Effects Following Brexit Announcements
Gifuni, Luigi, (2022)
- More ...
-
Tests for jumps in yield spreads
Winkelmann, Lars, (2021)
-
Tests for jumps in yield spreads
Winkelmann, Lars, (2021)
-
Winkelmann, Lars, (2021)
- More ...