Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?
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- Barbara Rossi, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?," Working Papers 1081, Barcelona School of Economics.
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Citations
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Cited by:
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"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
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Economic Modelling, Elsevier, vol. 102(C).
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- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
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More about this item
Keywords
Shock identification; VARs; zero lower bound; unconventional monetary policy; monetary policy; external instruments; forward guidance.;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- H31 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Household
- I3 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty
- D1 - Microeconomics - - Household Behavior
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-03-25 (Central Banking)
- NEP-ECM-2019-03-25 (Econometrics)
- NEP-MAC-2019-03-25 (Macroeconomics)
- NEP-MON-2019-03-25 (Monetary Economics)
Statistics
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