Similar Search Results

Monetary policy with judgment

Gelain, Paolo; Manganelli, Simone - 2020

Persistent link: https://www.econbiz.de/10012388063

Identifying monetary policy shocks via changes in volatility

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006

Persistent link: https://www.econbiz.de/10003338299

Do monetary policy shocks generate TAR or STAR dynamics in output?

Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247

Persistent link: https://www.econbiz.de/10011313585

A statistical comparison of alternative identification schemes for monetary policy shocks

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

Persistent link: https://www.econbiz.de/10003724343

Model reduction methods for vector autoregressive processes

Brüggemann, Ralf - 2004

Persistent link: https://www.econbiz.de/10001835840

Identifying Monetary Policy Shocks Via Changes in Volatility

Lanne, Markku - 2013

A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard theories do not provide enough information to...

Persistent link: https://www.econbiz.de/10012754187