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ABSTRACT. Dueker uses a dynamic ordered probit model to estimate the spread between the banking system’s desired prime rate and the actual prime rate when changes are discrete. Sousa and Zaghini explicitly model a global G5 framework relying on a common structural identification scheme that works well for each single area. Genberg estimates unrestricted VARs for a number of small Asian economies.

 

MIHAELA CHIRCUSI
 
 
 

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