Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Year of publication: |
2002
|
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Authors: | Faust, Jon ; Rogers, John H. ; Swanson, Eric ; Wright, Jonathan H. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Exchange Rates | High Frequency Data | Identification | monetary policy | Vector autoregression |
Series: | ECB Working Paper ; 167 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 355366878 [GVK] hdl:10419/152601 [Handle] RePEc:ecb:ecbwps:20020167 [RePEc] |
Classification: | C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; F30 - International Finance. General |
Source: |
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