Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis

DOI10.1016/J.JEDC.2021.104192zbMath1475.91206OpenAlexW3184269748MaRDI QIDQ2246771

Max Diegel, Dieter Nautz

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104192

zbMATH Keywords

monetary policystructural VARlong-term inflation expectationsre-anchoring channelstructural scenario analysis

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Monetary policy and the term structure of inflation expectations with information frictions

Cites Work

• Measuring the stance of monetary policy in zero lower bound environments
• The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
• Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
• Inference for VARs identified with sign restrictions
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
• Structural Vector Autoregressive Analysis
• DOES MONETARY POLICY GENERATE RECESSIONS?

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