Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
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Note: The authors express their gratitude to Parantap Basu, three anonymous referees of this journal and the Editor of International Finance for their valuable comments and suggestions on an earlier draft of this paper. Needless to say, the usual disclaimer applies.
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- Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," International Finance, Wiley Blackwell, vol. 10(2), pages 131-152, July.
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More about this item
Keywords
Total Factor Productivity; Monetary Policy; Volatility; GARCH models;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-03-24 (Central Banking)
- NEP-EFF-2007-03-24 (Efficiency and Productivity)
- NEP-FDG-2007-03-24 (Financial Development and Growth)
- NEP-MAC-2007-03-24 (Macroeconomics)
- NEP-MON-2007-03-24 (Monetary Economics)
Statistics
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