This common aim provides a general framework for specifying, estimating, and testing time series econometric models using maximum entropy bootstrap (MEB) to test with data in time series from Stock Market of Thailand. The MEB is quantitatively reviewed for the first time to investigate the...

A recent literature has analysed the Central Bank's credibility nature and determinants. In general, a Central Bank with higher credibility can implement a more efficient monetary policy, which is expressed through lower social costs in terms of volatility of relevant variables, such as output...