The financial market effects of unwinding the Federal Reserve's balance sheet

DOI10.1016/J.JEDC.2022.104582zbMath1518.91267MaRDI QIDQ6106646

Victor J. Valcarcel, A. Lee Smith

Publication date: 3 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

monetary policyevent studystructural VARbalance sheetliquidity effectfinancial conditionsannouncement effect

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial markets (91G15)

Cites Work

• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• A Preferred‐Habitat Model of the Term Structure of Interest Rates
• Time Varying Structural Vector Autoregressions and Monetary Policy
• Time Consistency and Duration of Government Debt: A Model of Quantitative Easing

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