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...
Guardat en:
Publicat a: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autors principals: | , |
Format: | Article |
Idioma: | anglès |
Publicat: |
Philipps-Universität Marburg
2018
|
Matèries: | |
Accés en línia: | PDF a text complet |
Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|
MAGKS - Joint Discussion Paper Series in Economics