Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Year of publication: |
2023
|
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Authors: | Rüth, Sebastian ; Van der Veken, Wouter |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 7, p. 1085-1092
|
Subject: | credit spread | monetary policy shock | real exchange rate | set identification | structural vector autoregression | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Zinsstruktur | Yield curve | Theorie | Theory | Wechselkurs | Exchange rate |
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