News Shocks Spillovers: How the Euro Area Responds to Expected Fed Policy
Monetary policy increasingly relies on steering market expectations about future policy. This paper identi_es a monetary policy news shock based on a VAR model. A monetary news shock is equivalent to new information about the Fed's future monetary policy becoming available today. One example...
Збережено в:
Опубліковано в:: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Автори: | , |
Формат: | Стаття |
Мова: | англійська |
Опубліковано: |
Philipps-Universität Marburg
2018
|
Предмети: | |
Онлайн доступ: | PDF-повний текст |
Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
No citations were found for this record.