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News shocks and the effects of monetary policy

Zhang, Ren - In: Macroeconomic dynamics 26 (2022) 7, pp. 1923-1963

Persistent link: https://www.econbiz.de/10013469780

Responses of Argentine output to shocks to monetary policy, fiscal policy, and exchange rates : a VAR model

Hsing, Yu - In: Applied econometrics and international development 4 (2004) 1, pp. 21-36

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Explaining the great moderation : it is not the shocks

Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 621-633

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Monetary transmission mechanism in a small open economy : a Bayesian structural VAR approach

Bhuiyan, Rokon (contributor) - 2008

estimate this over-identified VAR model, I find that the policy shock transmits to real output through both the interest rate … and exchange rate channels, and the shock does not induce a departure from uncovered interest rate parity. I also find …. Finally, I find that Canadian variables significantly responds to the US federal funds rate shock, and external shocks are an …