The Fed and the term structure : addressing simultaneity within a structural VAR model
Mira Farka; Amadeu DaSilva
| Year of publication: |
2011
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|---|---|
| Authors: | Farka, Mira ; DaSilva, Amadeu |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 935-952
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| Subject: | Monetary policy | Term structure of interest rates | Structural VAR | Identification | Geldpolitik | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009492523