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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Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
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Main Authors: | , |
Format: | Article |
Language: | English |
Published: |
Philipps-Universität Marburg
2018
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Subjects: | |
Online Access: | PDF Full Text |
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PDF Full TextCall Number: |
urn:nbn:de:hebis:04-es2024-05864 |
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Publication Date: |
2024-01-19 |
Downloads: |
21 (2024) |
License: |
https://creativecommons.org/publicdomain/mark/1.0 |
Access URL: |
https://archiv.ub.uni-marburg.de/es/2024/0586 https://doi.org/10.17192/es2024.0586 |