Farrant, Katie; Peersman, Gert - 2005
Kingdom, euro area, Japan and Canada versus the United States. A new
identification strategy is proposed building on sign … estimating a structural vector autoregression, with sign
restrictions, for the United Kingdom, the euro area, Japan and Canada … the United Kingdom versus the
euro area. Chadha and Prasad (1997) apply the Clarida and Gali (1994) approach to the …