Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework
Michal Franta
| Year of publication: |
2011
|
|---|---|
| Authors: | Franta, Michal |
| Publisher: |
Tokyo : Bank of Japan, Inst. for Monetary and Economic Studies |
| Subject: | Zinspolitik | Interest rate policy | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Japan | Niedrigzinspolitik | Low-interest-rate policy |
| Extent: | 32 S. graph. Darst. |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2011,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | TVP-VAR = Time-Varying Parameter Vector Autoregression |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009311689