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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

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

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

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

Identifying VARs based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - 2002

Persistent link: https://www.econbiz.de/10001657391

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

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

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

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Faust, Jon - 2003

This paper proposes a new approach to identifying the effects of monetary policy shocks in an international vector autoregression. Using high-frequency data on the prices of Fed Funds futures contracts, we measure the impact of the surprise component of the FOMC-day Federal Reserve policy...

Persistent link: https://www.econbiz.de/10012469038

A reassessment of monetary policy surprises and high-frequency identification

Bauer, Michael D.; Swanson, Eric T. - 2022

Persistent link: https://www.econbiz.de/10013161717