Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
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DOI: 10.1108/S0731-90532021000043A011
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- Povilas Lastauskas & Julius Stakenas, 2021. "Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies," Bank of Lithuania Working Paper Series 87, Bank of Lithuania.
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More about this item
Keywords
Dynamic causal effects; monetary union; price puzzle; common factors; impulse response functions; counterfactuals; C14; C32; C33; E52;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
Statistics
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