On the Transmission Mechanism of Monetary Policy

DOI10.1007/978-3-540-74684-3_11zbMath1477.91033OpenAlexW296858004MaRDI QIDQ5013734

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Publication date: 2 December 2021

Published in: Advances in Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74684-3_11

zbMATH Keywords

Kalman filterbusiness cycleinterest ratemonetary policystructural break

Mathematics Subject Classification ID

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

Cites Work

• Measuring the degree of convergence among European business cycles
• Wigner distributions (nearly) everywhere: Time-frequency analysis of signals, systems, random processes, signal spaces, and frames
• A new test for structural stability in the linear regression model
• Spectral analysis as a tool for financial policy: an analysis of the short-end of the British term structure
• International transmission of monetary and fiscal policy. A symmetric \(N\)-country analysis with union
• An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model
• TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD

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