The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks
| Year of publication: |
2014
|
|---|---|
| Authors: | Thornton, Daniel L. |
| Published in: |
Oxford economic papers. - Oxford : Oxford Univ. Press, ISSN 0030-7653, ZDB-ID 207599-4. - Vol. 66.2014, 1, p. 67-87
|
| Subject: | monetary policy shocks | identification | simultaneity | federal funds target | Geldpolitik | Monetary policy | Schock | Shock | Zins | Interest rate | Geldmarkt | Money market | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission |
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