Identification of monetary policy in SVAR models : a data-oriented perspective
Year of publication: |
2013
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Authors: | Fragetta, Matteo ; Melina, Giovanni |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 2, p. 831-844
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Subject: | Monetary policy | SVAR | Graphical modeling | Identification | Geldpolitik | VAR-Modell | VAR model | Schock | Shock |
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