Identifying monetary policy shocks via changes in volatility
Year of publication: |
June 2006
|
---|---|
Other Persons: | Lanne, Markku (contributor) ; Lütkepohl, Helmut (contributor) |
Publisher: |
München : CESifo |
Subject: | Geldpolitik | Monetary policy | Schock | Shock | Volatilität | Volatility | VAR-Modell | VAR model | Theorie | Theory | USA | United States | Geschichte 1965-1996 | Vektoranalysis | 1965-1996 |
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