The 26 references in paper Christopher F. Baum, Meral Karasulu (1996) “Modelling Federal Reserve Discount Policy” / RePEc:boc:bocoec:335

1
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Bai, Jushan and Pierre Perron, Testing for and estimation of multiple structural changes, unpublished working paper, M.I.T., October 1994.
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4
Balke, Nathan and Thomas Fomby, Threshold Cointegration, unpublished working paper, Southern Methodist University, October
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5
Cook, Timothy, Determinants of the Federal funds rate, 1979-1982, Federal Reserve Bank of
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Engle, Robert and C.W.J. Granger, Co-integration and error correction: representation, estimation and testing, Econometrica 1987, 55, 251-276.
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8
Goodfriend, Marvin, Discount window borrowing, monetary policy, and the post-October 6, 1979 Federal Reserve operating procedure, Journal of Monetary Economics 1983, 12, 343-356.
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9
Goodfriend, Marvin, Interest rates and the conduct of monetary policy, Carnegie-Rochester
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10
Conference Series on Public Policy, 1991, 34, 7-30.
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11
Goodfriend, Marvin and William Whelpley, Federal Funds: Instrument of Federal Reserve
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Policy, Fed. Res. Bank of Richmond Economic Review, 1986, Sep.-Oct., 3-11.
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13
Hansen, Bruce, Inference where a nuisance parameter is not identified under the null hypothesis, Econometrica, 1996, 64, 413-430.
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14
Karasulu, Meral, Essays on the European Exchange Rate Target Zone, 1995. Unpublished Ph.D. dissertation, Boston College.
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15
Keir, Peter, Impact of discount policy procedures on the effectiveness of reserve targeting, in
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16
New Monetary Control Procedures, Federal Reserve Staff Study, Vol. 1, Feb. 1981.
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17
Kwiatkowski, D., Phillips P. C. B., Schmidt P., and Y. Shin (1992), Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root: How Sure are we that
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18
Economic Time Series have a Unit Root?, Journal of Econometrics, 54, 159-178.
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19
Peristiani, Stavros, The model structure of discount window borrowing, Journal of Money, Credit and Banking, 1991, 23:1, 13-34.
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20
Priestley, M.B., Non-linear and non-stationary time series analysis. London: Academic Press, 1988.
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21
Tinsley, Peter et al., Policy Robustness: Specification and Simulation of a Monthly Money
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22
Market Model, Journal of Money, Credit and Banking, 1982, 14:4 pt. 2, 829-856
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23
Tong, Howell, Threshold Models in Non-linear Time Series Analysis, Lecture Notes in Statistics Vol. 21. Springer-Verlag, New York, 1983.
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24
Tong, Howell, Non-linear Time Series: A Dynamical System Approach. Oxford: Clarendon Press, 1990. -25-25
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25
Tsay, Ruey, Testing and Modeling Threshold Autoregressive Processes, Journal of the
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26
American Statistical Association, 1989, 84, 231-240. -26-26
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