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Monetary policy effectiveness in China : evidence from a FAVAR Model
Fernald, John G.; Spiegel, Mark; Swanson, Eric T. - 2014
Persistent link: https://www.econbiz.de/10010256277
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Monetary policy effectiveness in China : evidence from a FAVAR model
Fernald, John G.; Spiegel, Mark; Swanson, Eric T. - 2014
Persistent link: https://www.econbiz.de/10010419860
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Monetary policy effectiveness in China : evidence from a FAVAR model
Fernald, John G.; Spiegel, Mark; Swanson, Eric T. - In: Journal of international money and finance 49 (2014), pp. 83-103
Persistent link: https://www.econbiz.de/10010465188
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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
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Identifying VARs based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - 2002
Persistent link: https://www.econbiz.de/10001657391
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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2002
Persistent link: https://www.econbiz.de/10001715318
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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - In: Journal of the European Economic Association 1 (2003) 5, pp. 1031-1057
Persistent link: https://www.econbiz.de/10001824463
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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2003
Persistent link: https://www.econbiz.de/10001756611
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A reassessment of monetary policy surprises and high-frequency identification
Bauer, Michael D.; Swanson, Eric T. - 2022 - Conference draft
High-frequency changes in interest rates around FOMC announcements are an important tool for identifying the effects of monetary policy on asset prices and the macroeconomy. However, some recent studies have questioned both the exogeneity and the relevance of these monetary policy surprises as...
Persistent link: https://www.econbiz.de/10013165885
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A reassessment of monetary policy surprises and high-frequency identification
Bauer, Michael D.; Swanson, Eric T. - 2022
High-frequency changes in interest rates around FOMC announcements are an important tool for identifying the effects of monetary policy on asset prices and the macroeconomy. However, some recent studies have questioned both the exogeneity and the relevance of these monetary policy surprises as...
Persistent link: https://www.econbiz.de/10013166391