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Prior Selection for Vector Autoregressions
Giannone, Domenico - 2012
parameterized unrestricted model towards a parsimonious naïve benchmark, and thus reduce estimation uncertainty. This paper studies …--as well as factor models--and accuracy in the estimation of impulse response functions …
Persistent link: https://www.econbiz.de/10013099106
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The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates
Inoue, Atsushi - 2018
What are the effects of monetary policy on exchange rates? And have unconventional monetary policies changed the way monetary policy is transmitted to international financial markets? According to conventional wisdom, expansionary monetary policy shocks in a country lead to that country's...
Persistent link: https://www.econbiz.de/10012911113