the " impact of some major shocks on their evolution. The results of model estimation were generally satisfactory … main determinants of the policy rate and interest rate movements. domestic inflation. An analysis of the historical …

structural VAR modeling, we introduced the pass-through question in order to respond to the choice of the optimal exchange rate …

, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at … techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case … applied to a VAR model of the U.S. economy. Nous proposons des méthodes pour tester des hypothèses de non-causalité à …

data set. A detailed robustness analysis is conducted, in order to assess how the estimation results are affected by …