Application of A Quantile Regression to Estimate Across Which Quantiles the US Federal Reserve Sets the Monetary Policy In Relation to Short, Medium and Long- Term Yields of the US Interest Rates.

Author:

Guirguis Michel

Publisher

Elsevier BV

Reference20 articles.

1. An Empirical Quantile Function for Linear Models with i.i.d. Errors;G Bassett;Journal of the American Statistical Association,1982

2. Estimating the Asymptotic Covariance Matrix for Quantile Regression Models: A Monte Carlo Study;M Buchinsky;Journal of Econometrics,1995

3. Quantile Regression, Censoring and the Structure of Wages;G Chamberlain;Advances in Econometrics, Christopher Sims,1994

4. User's Guide II". Quantitative micro software;EViews,2007

5. On the Estimation of the Quantile Density Function;M Falk;Statistics and Probability Letters,1986

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