Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Year of publication: |
2025
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Authors: | Kubota, Hiroyuki ; Shintani, Mototsugu |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 68.2025, 2, p. 783-801
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Subject: | Effective lower bound | External instruments | High-frequency identification | Structural vector autoregressive models | Unconventional monetary policy | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Japan | Wirkungsanalyse | Impact assessment | Zinsderivat | Interest rate derivative | Geldpolitische Transmission | Monetary transmission | Niedrigzinspolitik | Low-interest-rate policy | Zinspolitik | Interest rate policy |
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