The dynamics of the monetary policy volatility : a spectrum-vector autoregressive approach
Year of publication: |
2019
|
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Authors: | Mohseni, Reza ; Cao, Jiling ; Zhang, WenJun |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 9.2019, 1, p. 245-252
|
Subject: | Spectral Analysis | Volatility of Monetary Policy | Structural VAR | Geldpolitik | Monetary policy | Volatilität | Volatility | VAR-Modell | VAR model | Schock | Shock | Zeitreihenanalyse | Time series analysis |
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