The fed and the term structure: Addressing simultaneity within a structural VAR model
Year of publication: |
2011
|
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Authors: | Farka, Mira ; DaSilva, Amadeu |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 18.2011, 5, p. 935-952
|
Publisher: |
Elsevier |
Subject: | Monetary policy | Term structure of interest rates | Structural VAR | Identification |
Type of publication: | Article |
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Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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