Monetary policy shocks and financial conditions: A Monte Carlo experiment
Year of publication: |
2013
|
---|---|
Authors: | Castelnuovo, Efrem |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 32.2013, C, p. 282-303
|
Publisher: |
Elsevier |
Subject: | Kansas City Financial Stress Index | Financial–macroeconomic interactions in a DSGE model | Monetary policy shock | Cholesky-VARs | Monte Carlo exercises |
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