Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
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More about this item
Keywords
Structural vector autoregressive model; time-varying parameters; sign restrictions; unconventional monetary policy; zero lower bound;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-07-02 (Central Banking)
- NEP-MAC-2011-07-02 (Macroeconomics)
- NEP-MON-2011-07-02 (Monetary Economics)
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