Reconciling narrative monetary policy disturbances with structural VAR model shocks?

DOI10.1016/j.econlet.2013.08.006zbMath1288.91149OpenAlexW2083520422MaRDI QIDQ2451411

Alexander Kriwoluzky, Martin Kliem

Publication date: 3 June 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/77973

zbMATH Keywords

monetary policy shocksvector autoregression modelnarrative identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Monetary policy and the relative price of durable goods

Cites Work

• What is an oil shock?
• A DEFENSE OF THE FOMC*
• Unnamed Item

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