The dynamics of the monetary policy volatility : a spectrum-vector autoregressive approach
Reza Moosavi Mohseni, Jiling Cao, Wenjun Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Mohseni, Reza ; Cao, Jiling ; Zhang, WenJun |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 9.2019, 1, p. 245-252
|
| Subject: | Spectral Analysis | Volatility of Monetary Policy | Structural VAR | Volatilität | Volatility | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.6749 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012149214