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Alternative Indicator of Moneary Policy for a Small Open Economy

Cuche, Nicolas A. - 2000

We analyze several identification frameworks based on operating procedures to measure monetary policy in a small open …

Persistent link: https://www.econbiz.de/10011430022

The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks

Thornton, Daniel L. - 2009

Persistent link: https://www.econbiz.de/10003870901

The Fed and the term structure : addressing simultaneity within a structural VAR model

Farka, Mira; DaSilva, Amadeu - In: Journal of empirical finance 18 (2011) 5, pp. 935-952

Persistent link: https://www.econbiz.de/10009492523

Alternative indicator of monetary policy for a small open economy

Cuche-Curti, Nicolas A. - 2000

We analyze several identification frameworks based on operating procedures to measure monetary policy in a small open …

Persistent link: https://www.econbiz.de/10011398253

Euro area government bonds : integration and fragmentation during the sovereign debt crisis

Ehrmann, Michael; Fratzscher, Marcel - 2015

identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …

Persistent link: https://www.econbiz.de/10010519824

What are the effects of monetary policy shocks? : evidence from dollarized countries

Willems, Tim - 2010

Traditional ways of analyzing the effects of monetary policy shocks via structural vector autoregressions require the use of unrealistic identifying assumptions: they either do not allow for a response of output and prices on impact of the shock, or they exclude contemporaneous values of these...

Persistent link: https://www.econbiz.de/10011382001