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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Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2018) |
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Autoren: | , |
Format: | Artikel |
Sprache: | Englisch |
Veröffentlicht: |
Philipps-Universität Marburg
2018
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Online-Zugang: | PDF-Volltext |
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