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Identifying monetary policy shocks via changes in volatility

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006

Persistent link: https://www.econbiz.de/10003338299

A statistical comparison of alternative identification schemes for monetary policy shocks

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

Persistent link: https://www.econbiz.de/10003724343

Identifying monetary policy shocks via changes in volatility

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006

Persistent link: https://www.econbiz.de/10003364334

Identifying monetary policy shocks via changes in volatility

Lanne, Markku; Lütkepohl, Helmut - In: Journal of money, credit and banking : JMCB 40 (2008) 6, pp. 1131-1149

Persistent link: https://www.econbiz.de/10003745912

Identifying Monetary Policy Shocks Via Changes in Volatility

Lanne, Markku - 2013

A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard theories do not provide enough information to...

Persistent link: https://www.econbiz.de/10012754187