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...
Shranjeno v:
izdano v: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autoren: | , |
Format: | Artikel |
Jezik: | angleščina |
Izdano: |
Philipps-Universität Marburg
2018
|
Teme: | |
Online dostop: | PDF-Volltext |
Oznake: |
Označite
Brez oznak, prvi označite!
|
MAGKS - Joint Discussion Paper Series in Economics