Monetary policy shocks, inflation persistence, and long memory
Yuliya Lovcha, Alejandro Perez-Laborda
| Year of publication: |
2018
|
|---|---|
| Authors: | Lovcha, Yuliya ; Perez-Laborda, Alejandro |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 55.2018, p. 117-127
|
| Subject: | FIVAR model | Fractional integration | Impulse response | Variance decomposition | Geldpolitik | Monetary policy | Schock | Shock | Inflation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2017.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127581