Effects of monetary policy during financial market crises and regime changes : an empirical evaluation using a nonlinear vector autoregression model
Year of publication: |
2018
|
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Authors: | Kim, Seewon |
Published in: |
Asian economic journal : journal of the East Asian Economic Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8381, ZDB-ID 2009850-9. - Vol. 32.2018, 2, p. 105-123
|
Subject: | financial market crisis | logistic smooth transition vector autoregression | monetary policy | nonlinear effects | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Finanzmarkt | Financial market | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Schock | Shock |
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