Dynamic effects of monetary policy shocks on macroeconomic volatility
Haroon Mumtaz, Konstantinos Theodoridis
| Year of publication: |
2020
|
|---|---|
| Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 114.2020, p. 262-282
|
| Subject: | DSGE | Epstein-Zin preferences | New Keynesian | Non-Linear SVAR | Search and matching frictions | Stochastic volatility | Volatilität | Volatility | Geldpolitik | Monetary policy | Schock | Shock | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Neoklassische Synthese | Neoclassical synthesis | Matching | Stochastischer Prozess | Stochastic process | Geldpolitische Transmission | Monetary transmission | DSGE-Modell | DSGE model | Konjunktur | Business cycle | Wirkungsanalyse | Impact assessment | Lohnrigidität | Wage rigidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2019.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012494958