Risk aversion, uncertainty, and monetary policy : structural vector autoregressions identified with high-frequency external instruments
Year of publication: |
2020
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Authors: | Jang, Woon Wook |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 186.2020, p. 1-5
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Subject: | Risk aversion | Uncertainty | Monetary policy | Structural vector autoregression | High-frequency data | Theorie | Theory | Geldpolitik | VAR-Modell | VAR model | Risikoaversion | Schock | Shock | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
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