Delayed overshooting puzzle in structural vector autoregression models

Klodiana Istrefi and Balazs Vonnak

Year of publication:	October 2015
Authors:	Istrefi, Klodiana ; Vonnak, Balazs
Publisher:	Paris : Banque de France
Subject:	Monetary Policy \| Exchange Rate \| DSGE \| Vector Autoregressions \| Cholesky Decomposition;Sign restrictions \| VAR-Modell \| VAR model \| Geldpolitik \| Monetary policy \| Schock \| Shock \| Wechselkurs \| Exchange rate \| Overshooting \| Theorie \| Theory \| Dynamisches Gleichgewicht \| Dynamic equilibrium

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