The effects of monetary policy shocks on exchange rates : a structural vector error correction model approach
Year of publication: |
2004
|
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Authors: | Jang, Kyungho ; Ōgaki, Masao |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 18.2004, 1, p. 99-114
|
Subject: | Geldpolitik | Monetary policy | Schock | Shock | Wechselkurs | Exchange rate | VAR-Modell | VAR model | USA | United States | Japan | Kointegration | Cointegration | 1971-1991 |
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