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...
Salvato in:
Pubblicato in: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autori principali: | , |
Natura: | Articolo |
Lingua: | inglese |
Pubblicazione: |
Philipps-Universität Marburg
2018
|
Soggetti: | |
Accesso online: | PDF Full Text |
Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
No abstracts were found for this record.