Regime-Switching Approach to Monetary Policy Effects: Empirical Studies using a Smooth Transition Vector Autoregressive Model
Year of publication: |
2003-08
|
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Authors: | Kasuya, Munehisa |
Institutions: | Bank of Japan |
Subject: | monetary policy | policy effect | financial accelerator | nonlinearity | smooth transition model | multiple regime switching |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number Research and Statistics Department, 03-7 |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E32 - Business Fluctuations; Cycles |
Source: |
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