The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Year of publication: |
2023
|
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Authors: | Mandler, Martin ; Scharnagl, Michael |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 643-656
|
Subject: | Bayesian vector autoregression | euro area | expectations | forward guidance | regional effects of monetary policy | unconventional monetary policy | Eurozone | Euro area | Geldpolitik | Monetary policy | EU-Staaten | EU countries | VAR-Modell | VAR model | Zins | Interest rate | Wirkungsanalyse | Impact assessment | Schock | Shock | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Inflationserwartung | Inflation expectations |
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