Monetary policy shocks identified using the entire yield curve : an alternative approach
Year of publication: |
2022
|
---|---|
Authors: | Jang, Woon Wook |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 21, p. 2020-2031
|
Subject: | external instruments | factor-augmented vector autoregression | Monetary policy effects | risk aversion | uncertainty | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Schätzung | Estimation | Risiko | Risk | Theorie | Theory | Risikoaversion | Risk aversion | Zinsstruktur | Yield curve | Wirkungsanalyse | Impact assessment |
-
Proxy VAR models in a data-rich environment
Bruns, Martin, (2019)
-
The macroeconomic effects of uncertainty and risk aversion shocks
Berthold, Brendan, (2023)
-
Monetary policy, risk aversion and uncertainty in an international context
Saini, Sakshi, (2019)
- More ...
-
Who overreacts to overnight news? : empirical evidence from the Korean stock market
Kwon, Enjung, (2015)
-
Jang, Woon Wook, (2014)
-
Jang, Woon Wook, (2021)
- More ...