The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
Year of publication: |
2010-03
|
---|---|
Authors: | Nakajima, Jouchi ; Shiratsuka, Shigenori ; Teranishi, Yuki |
Institutions: | Institute for Monetary and Economic Studies, Bank of Japan |
Subject: | Policy commitment | policy duration effect | expectations management | Bayesian estimation | time-varying parameter vector autoregression with stochastic volatility |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 10-E-06 |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
Source: |
-
Nakajima, Jouchi, (2011)
-
Nakazono, Yoshiyuki, (2013)
-
Nakazono, Yoshiyuki, (2011)
- More ...
-
The Evolution of Loan Rate Stickiness Across the Euro Area
Nakajima, Jouchi, (2009)
-
Shiratsuka, Shigenori, (2010)
-
The effects of monetary policy commitment : evidence from time-varying parameter VAR analysis
Nakajima, Jouchi, (2010)
- More ...