Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Sebastian K. Rüth, Wouter Van der Veken
| Year of publication: |
2023
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|---|---|
| Authors: | Rüth, Sebastian ; Van der Veken, Wouter |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 7, p. 1085-1092
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| Subject: | credit spread | monetary policy shock | real exchange rate | set identification | structural vector autoregression | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Theorie | Theory | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2999 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014474414