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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde C.; Leitemo, Kai - 2005
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution is proposed to the simultaneity problem of identifying monetary and stock price shocks by using a combination of short-run and long-run restrictions that maintains the...
Persistent link: https://www.econbiz.de/10010284471
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde Christiane; Leitemo, Kai - 2008
Persistent link: https://www.econbiz.de/10003686558
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde Christiane; Leitemo, Kai - 2005
Persistent link: https://www.econbiz.de/10003258938
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde Christiane (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002809294
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde Christiane (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003261898
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Identifying the interdependence between US monetary policy and the stock market
Bjørnland, Hilde Christiane; Leitemo, Kai - In: Journal of monetary economics 56 (2009) 2, pp. 275-282
Persistent link: https://www.econbiz.de/10003845471
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Identifying the Interdependence between US Monetary Policy and the Stock Market
Bjørnland, Hilde C.; Leitemo, Kai - 2010
We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution is proposed to the simultaneity problem of identifying monetary and stock price shocks by using a combination of short-run and long-run restrictions that maintains the...
Persistent link: https://www.econbiz.de/10014223768