Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions.

The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models.

Year of publication:	1996
Authors:	Armour, J. ; Engert, W. ; Fung, B.S.C.
Institutions:	Bank of Canada
Subject:	REGRESSION ANALYSIS \| TIME SERIES \| ECONOMIC MODELS

Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	55 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; E58 - Central Banks and Their Policies ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005673306