ECB repo rate setting during the financial crisis
Stefan Gerlach ()
Economics Letters, 2011, vol. 112, issue 2, 186-188
I estimate a reaction function for the ECB using an ordered logit model for the period 1999-2009. Allowing for a smooth transition from one set of parameters to another, I detect a rapid change in the middle of 2008.
Keywords: ECB; Reaction; functions; Ordered; logit; Smooth; transition (search for similar items in EconPapers)
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Working Paper: ECB Repo Rate Setting During the Financial Crisis (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:112:y:2011:i:2:p:186-188
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