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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde C.; Leitemo, Kai - 2005
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution … shocks are orthogonal to the information set in the VAR model and can be interpreted as non-fundamental shocks. We attribute …
Persistent link: https://www.econbiz.de/10010284471
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Identifying the Interdependence Between Us Monetary Policy and the Stock Market
Bjørnland, Hilde C.; Leitemo, Kai - 2008
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution …
Persistent link: https://www.econbiz.de/10012143684
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde C.; Leitemo, Kai - 2005
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology.A solution … orthogonal to the information set in the VAR model and can be interpreted as non-fundamental shocks.We attribute a major part of …
Persistent link: https://www.econbiz.de/10012147946
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Identifying the Interdependence between US Monetary Policy and the Stock Market
Bjørnland, Hilde C.; Leitemo, Kai - Økonomisk institutt, Universitetet i Oslo - 2005
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution … shocks are orthogonal to the information set in the VAR model and can be interpreted as non-fundamental shocks. We attribute …
Persistent link: https://www.econbiz.de/10005207304
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde C.; Leitemo, Kai - Norges Bank - 2008
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution …
Persistent link: https://www.econbiz.de/10005481436