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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
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ECONIS (ZBW)
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1
Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling
;
Phillips, Peter C. B.
-
2002
Persistent link: https://www.econbiz.de/10001671885
Saved in:
2
Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
Saved in:
3
Dynamics of the Federal Funds Target Rate : A Nonstationary Discrete Choice Approach
Hu, Ling
;
Phillips, Peter C. B.
-
2003
We apply a discrete choice approach to model the empirical behavior of the Federal Reserve in changing the federal funds target rate, the benchmark of short term market interest rates in the US. Our methods allow the explanatory variables to be nonstationary as well as stationary. This feature...
Persistent link: https://www.econbiz.de/10014116705
Saved in:
4
Financial Bubble Implosion
Phillips, Peter C. B.
-
2014
. Consistency of the dating estimators is established and the limit
theory
addresses new complications arising from the alternative …
Persistent link: https://www.econbiz.de/10013048428
Saved in:
5
Financial Bubble Implosion
Phillips, Peter C. B.
;
Shi, Shuping
-
2014
. Consistency of the dating estimators is established and the limit
theory
addresses new complications arising from the alternative …
Persistent link: https://www.econbiz.de/10014140129
Saved in:
6
Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2017
Persistent link: https://www.econbiz.de/10011748569
Saved in:
7
Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.
-
2018
abrupt and broadly sustained collapses. The model and asymptotic
theory
developed in the present paper together explain this …
Persistent link: https://www.econbiz.de/10012932855
Saved in:
8
Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2022
detect abrupt and broadly sustained collapses. The model and asymptotic
theory
developed in the present paper together …
Persistent link: https://www.econbiz.de/10013296479
Saved in:
9
Exercises in econometrics
Phillips, Peter C. B.
;
Wickens, Michael R.
-
1978
Persistent link: https://www.econbiz.de/10000098954
Saved in:
10
Exercises in econometrics ; Vol. 1
Phillips, Peter C. B.
;
Wickens, Michael R.
-
1978
Persistent link: https://www.econbiz.de/10000098955
Saved in:
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