Macroeconomics and ARCH
Year of publication: |
2008-06
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Authors: | Hamilton, James |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | EFG ME published as Macroeconomics and ARCH, in Festschrift in Honor of Robert F. Engle, pp. 79-96, edited by Tim Bollerslev, Jeffry R. Russell and Mark Watson, Oxford University Press, 2010. Number 14151 |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Institutionalizing Eurozone exit: A modified NEWNEY approach
Huck, Steffen, (2013)
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Transmission of policy shocks in a monetary asset-pricing model
Müller, Markus, (1999)
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Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box
Jamilov, Rustam, (2013)
- More ...
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Crunch Time: Fiscal Crises and the Role of Monetary Policy
Hamilton, James, (2013)
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The Changing Face of World Oil Markets
Hamilton, James, (2014)
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Daily Changes in Fed Funds Futures Prices
Hamilton, James, (2007)
- More ...