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:
發表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autoren: | , |
格式: | Artikel |
語言: | 英语 |
出版: |
Philipps-Universität Marburg
2018
|
主題: | |
在線閱讀: | PDF-Volltext |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
MAGKS - Joint Discussion Paper Series in Economics