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On the persistence of the Eonia spread
Hassler, Uwe; Nautz, Dieter - In: Economics Letters 101 (2008) 3, pp. 184-187
The European overnight rate (Eonia) signals the monetary policy stance of the European Central Bank. Controllability of the Eonia requires that the persistence of the spread between the Eonia and the key policy rate remains sufficiently low. We apply fractional integration techniques to examine...
Persistent link: https://www.econbiz.de/10005287991
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How spurious seasonality results from seasonal dummies regressions when time series have linear trends
Hassler, Uwe; Nautz, Dieter - 1997
Persistent link: https://www.econbiz.de/10000960059
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A note on spurious seasonality when time series have linear trends
Hassler, Uwe - In: IFO-Studien : Zeitschrift für empirische … 44 (1998) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10001247811
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The link between German short- and long-term interest rates : some evidence against a term structure oriented monetary policy
Hassler, Uwe - In: Jahrbücher für Nationalökonomie und Statistik (1998), pp. 214-226
Persistent link: https://www.econbiz.de/10001239015
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On the persistence of the Eonia spread
Hassler, Uwe; Nautz, Dieter - In: Economics letters 101 (2008) 3, pp. 184-187
Persistent link: https://www.econbiz.de/10003801231
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A Note on Spurious Seasonality when Time Series Have Linear Trends
Hassler, Uwe; Nautz, Dieter - In: IFO-Studien : Zeitschrift für empirische … 44 (1998) 1, pp. 15-24
Persistent link: https://www.econbiz.de/10006578724
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On the persistence of the Eonia spread
Hassler, Uwe; Nautz, Dieter - In: Economics letters 101 (2008) 3, pp. 184-188
Persistent link: https://www.econbiz.de/10008897555
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On the persistence of the Eonia spread
Hassler, Uwe; Nautz, Dieter - In: Economics letters 101 (2008) 3, pp. 184-187
Persistent link: https://www.econbiz.de/10008143067