Andriy Sirchenko

Nyenrode Business University

Straatweg 25

P.O. Box 130

Breukelen, 3620 AC

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

156

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Estimation of Nested and Zero-Inflated Ordered Probit Models

Higher School of Economics Research Paper No. WP BRP 193/EC/2018
Number of pages: 26 Posted: 30 May 2018
David Dale and Andriy Sirchenko
Yandex LLC and Nyenrode Business University
Downloads 106 (471,074)

Abstract:

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ordinal outcomes, zero inflation, nested ordered probit, zero-inflated ordered probit, endogenous switching, Vuong test, nop, ziop2, ziop3, federal funds rate target.

2.

A Model for Policy Interest Rates

Higher School of Economics Research Paper No. WP BRP 192/EC/2018
Number of pages: 35 Posted: 16 May 2018
Armin Seibert, Andriy Sirchenko and Gernot Müller
Augsburg University of Applied Sciences, Nyenrode Business University and Augsburg University of Applied Sciences
Downloads 50 (715,884)

Abstract:

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Federal funds rate target, FOMC, discrete ordered choice, regime switching, endogeneity, MCMC, Gibbs sampler, data augmentation, autoregressive ordered probit, real-time data