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Monetary policy, external instruments, and heteroskedasticity - MaRDI portal

Monetary policy, external instruments, and heteroskedasticity (Q6067210)

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scientific article; zbMATH DE number 7766839
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English
Monetary policy, external instruments, and heteroskedasticity
scientific article; zbMATH DE number 7766839

    Statements

    title
    Monetary policy, external instruments, and heteroskedasticity (English)
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    author
    Thore Schlaak
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    M. Rieth
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    Q6067209
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    publication date
    16 November 2023
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    zbMATH Keywords
    monetary policy
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    structural vector autoregressions
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    identification with external instrument
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    heteroskedasticity
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    Markov switching
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    Identifiers

    DOI
    10.3982/qe1511
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    zbMATH DE Number
    7766839
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    OpenAlex ID
    W3125738415
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