Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Wenting Liao, Jun Ma, Chengsi Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Liao, Wenting ; Ma, Jun ; Zhang, Chengsi |
| Subject: | exchange rate dynamics | monetary policy spillover | stochastic volatility | time-varying factor-augmented SVAR-IV | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Schock | Shock | Volatilität | Volatility | USA | United States | Theorie | Theory | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2998 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014474382