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...
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出版年: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
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主要な著者: | , |
フォーマット: | 論文 |
言語: | 英語 |
出版事項: |
Philipps-Universität Marburg
2018
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オンライン・アクセス: | PDFフルテキスト |
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MAGKS - Joint Discussion Paper Series in Economics