The Transmission Mechanism of Quantitative Easing: A Markov-Switching FAVAR Approach
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- Ethan Struby & Michael F. Connolly, 2022. "Shadow Rate Models and Monetary Policy," Working Papers 2022-03, Carleton College, Department of Economics.
- Christian P Pinshi, 2022. "Ciblage des prévisions d'inflation : Un nouveau cadre pour la politique monétaire ?," Working Papers hal-03548273, HAL.
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More about this item
Keywords
Monetary Policy; Financial Crisis; Structural analysis; Non-linear FAVAR;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-11-08 (Central Banking)
- NEP-MAC-2021-11-08 (Macroeconomics)
- NEP-MON-2021-11-08 (Monetary Economics)
- NEP-ORE-2021-11-08 (Operations Research)
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