Search Results - subject:"Systematic component of monetary policy"

The systematic component of monetary policy in SVARs: An agnostic identification procedure

Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - 2016

identification by imposing sign and zero restrictions on the systematic component of monetary policy. We consistently find that an … systematic component of monetary policy with high posterior probability. This finding accounts for the difference in results with …

Persistent link: https://www.econbiz.de/10011776825

The systematic component of monetary policy in SVARs : an agnostic identification procedure

Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - 2016

Persistent link: https://www.econbiz.de/10011570663

Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions

Cheng, Kai; Yang, Yang - In: Economics letters 196 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012510944

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Arias, Jonas E.; Caldara, Dario; Rubio-Ramirez, Juan F. - Federal Reserve Board (Board of Governors of the … - 2015

component of monetary policy. In particular, we impose sign and zero restrictions only on the monetary policy equation. Since we …Following Leeper, Sims, and Zha (1996), we identify monetary policy shocks in SVARs by restricting the systematic …

Persistent link: https://www.econbiz.de/10011268462

The systematic component of monetary policy in SVARs : an agnostic identification procedure

Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - In: Journal of monetary economics 101 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012264743