Quantitative easing effectiveness: evidence from euro private assets

DOI10.1111/BOER.12427MaRDI QIDQ6540707zbMATH OpenFDO

Authors Dimitris G. Kirikos

Publication date 17 May 2024

Published in Bulletin of Economic Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

zbMATH Keywords

random walkvector autoregressionquantitative easingout-of-sample forecastsMarkov switching regimes

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A preferred-habitat model of the term structure of interest rates
• Analysis of time series subject to changes in regime
• Bivariate Markov processes and their estimation
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Efficient Tests for an Autoregressive Unit Root
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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