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:
发表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
---|---|
Autoren: | , |
格式: | 文件 |
语言: | 英语 |
出版: |
Philipps-Universität Marburg
2018
|
主题: | |
在线阅读: | PDF-Volltext |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
MAGKS - Joint Discussion Paper Series in Economics