ECB repo rate setting during the financial crisis

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 112
Issue: 2
Pages: 186-188

Authors (1)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:112:y:2011:i:2:p:186-188
Journal Field
General
Author Count
1
Added to Database
2026-01-25