Multi-dimensional monetary policy shocks based on heteroscedasticity
Year of publication: |
2024
|
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Authors: | Burri, Marc ; Kaufmann, Daniel |
Publisher: |
Neuchâtel : University of Neuchâtel, Institute of Economic Research (IRENE) |
Subject: | Monetary policy shocks | forward guidance | large-scale asset purchases | identification through heteroscedasticity | instrumental variables | term structure of interest rates | exchange rate |
Series: | IRENE Working Paper ; 24-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1900837765 [GVK] |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; E3 - Prices, Business Fluctuations, and Cycles ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; F3 - International Finance |
Source: |
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