Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage
Year of publication: |
2006-12-03
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Authors: | Dong, Sen |
Institutions: | Society for Economic Dynamics - SED |
Subject: | exchange rate | monetary policy | term structure | no arbitrage |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series 2006 Meeting Papers Number 875 |
Classification: | C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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