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Identification at the Zero Lower Bound - MaRDI portal

Identification at the Zero Lower Bound

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Publication:3390572

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DOI10.3982/ECTA17388zbMath1485.91234MaRDI QIDQ3390572

Sophocles Mavroeidis

Publication date: 24 March 2022

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

censoring monetary policy partial identification coherency SVAR shadow rate

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (2)

The importance of supply and demand for oil prices: Evidence from non‐Gaussianity ⋮ SVARs with occasionally-binding constraints

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