Revisiting the effects of monetary policy shocks: evidence from SVAR with narrative sign restrictions

DOI10.1016/J.ECONLET.2020.109598zbMath1451.91123OpenAlexW3088550547MaRDI QIDQ2209634

Kai Cheng, Yang Yang

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109598

zbMATH Keywords

monetary policy shocksSVARnarrative sign restrictionssystematic component of monetary policy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

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