The efficient market hypothesis and identification in structural VARs
Year of publication: |
2003
|
---|---|
Authors: | Sarno, Lucio ; Thornton, Daniel L. |
Institutions: | Federal Reserve Bank of St. Louis |
Subject: | Macroeconomics | Econometric models |
-
WIFO-Macromod : an econometric model of the Austrian economy
Baumgartner, Josef, (2004)
-
Macroeconomic stability and economic growth : myths and realities
Le Fort, Guillermo, (2020)
-
What microeconomics teaches us about the dynamic macro effects of fiscal policy
Kotlikoff, Laurence J., (1988)
- More ...
-
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio, (2005)
-
Corte, Pasquale Della, (2007)
-
What's unique about the federal funds rate? evidence from a spectral perspective
Sarno, Lucio, (2002)
- More ...