Title:

The Expected Time to Cross a Threshold and Its Determinants: A Simple and Flexible Framework

Authors:

Gabriel Zsurkis (Bank of Portugal, ISEG, UTL)
João Nicolau (ISEG, UTL)
Paulo M. M. Rodrigues (Bank of Portugal, Nova SBE)

Journal:

Journal of Economic Dynamics and Control

Year:

2021

Volume:

122

DOI:

10.1016/j.jedc.2020.104047