A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions"
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More about this item
Keywords
Structural VAR; Residual Sign Restrictions; Replication;All these keywords.
JEL classification:
- 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
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-10-21 (Banking)
- NEP-CBA-2024-10-21 (Central Banking)
- NEP-EEC-2024-10-21 (European Economics)
- NEP-MON-2024-10-21 (Monetary Economics)
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