Monetary policy, external instruments, and heteroskedasticity

DOI10.3982/qe1511OpenAlexW3125738415MaRDI QIDQ6067210

Thore Schlaak, M. Rieth, Unnamed Author

Publication date: 16 November 2023

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

Full work available at URL: https://doi.org/10.3982/qe1511

zbMATH Keywords

Markov switchingmonetary policyheteroskedasticitystructural vector autoregressionsidentification with external instrument

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Monetary policy, external instruments, and heteroskedasticity

Cites Work

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• Monetary policy, external instruments, and heteroskedasticity

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