Pages that link to "Item:Q2451411"
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The following pages link to Reconciling narrative monetary policy disturbances with structural VAR model shocks? (Q2451411):
Displaying 6 items.
- Does money matter for the identification of monetary policy shocks: a DSGE perspective (Q602998) (← links)
- Monetary policy and the relative price of durable goods (Q1657150) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Revisiting the effects of monetary policy shocks: evidence from SVAR with narrative sign restrictions (Q2209634) (← links)
- Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
- WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? (Q4685641) (← links)