Identifying monetary policy shocks using the central bank's information set

DOI10.1016/J.JEDC.2022.104555zbMath1518.91154OpenAlexW4308544364MaRDI QIDQ6106617

Eric R. Sims, Isabel Gödl-Hanisch, Ruediger Bachmann

Publication date: 3 July 2023

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104555

zbMATH Keywords

identificationmonetary policy shockslocal projectionsnowcasts

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
• Endogenous monetary policy with unobserved potential output
• High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
• The Macro Effects of Unemployment Benefit Extensions: a Measurement Error Approach*
• Local Projection Inference Is Simpler and More Robust Than You Think

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