Accès libre

Nonlinear Relationship based on Range Quadratic Loss Function

  
20 août 2020
À propos de cet article

Citez
Télécharger la couverture

Fig. 1

Range Quadratic Preference Function and Quadratic Preference Function
Range Quadratic Preference Function and Quadratic Preference Function

Fig. 2

The Intervention of the Central Bank under the Range Quadratic Preference Model
The Intervention of the Central Bank under the Range Quadratic Preference Model

Estimated Results of Equation (9)

parameterCoefficient valueT-valueStandard deviationP value
θ00.316***8.1450.03870.00
θ1−0.258**−2.030.1270.04

Estimated Results of Equation (10)

parameterCoefficient valueT-valueStandard deviationP value
θ00.348***12.0650.02850.00
θ10\theta _1^0−0.687***−5.2510.1300.00
θ1*\theta _1^*−0.348−1.1640.2990.213

Estimated Results of Equation (8)

parameterCoefficient valueT-valueStandard deviationP value
β00.356***6.2450.0570.00
β1−0.158−0.1510.8290.41
β2−0.932***−4.5710.2030.00