Identifying monetary policy shocks via changes in volatility

Markku Lanne and Helmut Lütkepohl

Year of publication:	2006
Other Persons:	Lanne, Markku (contributor) ; Lütkepohl, Helmut (contributor)
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	Badia Fiesolana, San Domenico (Fl)
Subject:	Geldpolitik \| Monetary policy \| Schock \| Shock \| Volatilität \| Volatility \| VAR-Modell \| VAR model \| Theorie \| Theory \| USA \| United States \| Autokorrelation \| Autocorrelation \| 1965-1996

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