Publikationsserver
Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy whil...
Salvato in:
| Pubblicato in: | MAGKS - Joint Discussion Paper Series in Economics (Band 08-2010) |
|---|---|
| Autore principale: | |
| Natura: | Arbeit |
| Lingua: | inglese |
| Pubblicazione: |
Philipps-Universität Marburg
2010
|
| Soggetti: | |
| Accesso online: | PDF Full Text |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Lascia un commento!