Nonlinear Error-Correction Models for the FF/DM Rate

DOI10.2202/1558-3708.1085MaRDI QIDQ3368377zbMATH OpenOpenAlexFDO

Authors Mustapha Baghli

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1085

zbMATH Keywords

Kernel smoothingNonlinear error-correctionSpline smoothingTarget zone

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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