Does the transmission of monetary policy shocks change when inflation is high?
Year of publication: |
[2024]
|
---|---|
Authors: | Canova, Fabio ; Pérez Forero, Fernando J. |
Publisher: |
[Lima, Peru] : [Banco Central de Reserva del Perú] |
Subject: | Threshold vector autoregressions | Monetary policy shocks | Inflation regimes | Bayesianmethods | Menu costs models | rational inattention models | Geldpolitik | Monetary policy | Inflation | VAR-Modell | VAR model | Schock | Shock | Theorie | Theory | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission | Anpassungskosten | Adjustment costs |
-
A model of monetary policy shocks for financial crises and normal conditions
Keating, John William, (2014)
-
On the effects of monetary policy shocks on earnings and consumption heterogeneity
Chang, Minsu, (2022)
-
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem, (2018)
- More ...
-
Estimating overidentified, non-recursive, time varying coefficients structural VARs
Canova, Fabio, (2014)
-
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio, (2012)
-
Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Canova, Fabio, (2015)
- More ...