Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Year of publication: |
2013
|
---|---|
Authors: | Kliem, Martin ; Kriwoluzky, Alexander |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 2, p. 247-251
|
Subject: | Vector autoregression model | Monetary policy shocks | Narrative identification | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Theorie | Theory |
-
Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Kliem, Martin, (2013)
-
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
Hauzenberger, Niko, (2019)
-
Effects of monetary policy shocks on exchange rate in small open Economies
Kim, So-yŏng, (2018)
- More ...
-
Toward a Taylor Rule for Fiscal Policy
Kliem, Martin, (2014)
-
Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Kliem, Martin, (2013)
-
Toward a Taylor rule for fiscal policy
Kliem, Martin, (2010)
- More ...