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...
Gespeichert in:
Udgivet i: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autoren: | , |
Format: | Artikel |
Sprog: | engelsk |
Udgivet: |
Philipps-Universität Marburg
2018
|
Fag: | |
Online adgang: | PDF-Volltext |
Tags: |
Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!
|
MAGKS - Joint Discussion Paper Series in Economics