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ECB repo rate setting during the financial crisis

Stefan Gerlach ()

Economics Letters, 2011, vol. 112, issue 2, 186-188

Abstract: 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)
Date: 2011
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