Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Afees A. Salisu and Rangan Gupta
| Year of publication: |
2021
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 18, p. 1594-1599
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| Subject: | monetary policy shock | Non-linear SVAR | stochastic volatility | United Kingdom | Geldpolitik | Monetary policy | Großbritannien | Schock | Shock | Volatilität | Volatility | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1834498 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012626718