[PDF][PDF] Stationarity testing in the presence of smooth transition trends
MJ Presno, M Landajo - XXX Simposio de Análisis Económico, Murcia, 2005 - Citeseer
The effects of incorrect specification of an instantaneous break when the true data
generating process displays a smooth transition trend are analysed. A modified LBI …
generating process displays a smooth transition trend are analysed. A modified LBI …
Monetary Transmission in the Term Structure of Interest Rates in Spain (1995-2003)
MA Prats, GM Soto - Studies of Applied Economics, 2008 - ojs.ual.es
The aim of this paper is to investigate whether the effectiveness of the transmission
mechanism of monetary policy in Spain has changed since EMU establishment. The …
mechanism of monetary policy in Spain has changed since EMU establishment. The …