Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Zhengyang Chen, Victor J. Valcarcel
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Zhengyang ; Valcarcel, Victor J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 131.2021, p. 1-16
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| Subject: | Price puzzle | Divisia money | Interest rate pass-through | Time-varying-parameter vector autoregressions (TVP-VAR) | Time-varying-parameter factor-augmented vector autoregressions (TVP-FAVAR) | Unexpected monetary policy shocks | Geldpolitik | Monetary policy | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Schock | Shock | Geldmenge | Money supply | Geldmarkt | Money market | Kointegration | Cointegration | Schätzung | Estimation | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012818085