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What are the effects of monetary policy on output? Results from an agnostic identification procedure

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  • Uhlig, Harald

Abstract

Three programs replicating VAR identification of impulse responses with sign restrictions from Uhlig(2005), "What are the effects of monetary policy on output? Results from an agnostic identification procedure", Journal of Monetary Economics, vol 52, pp. 381-419.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 52 (2005)
Issue (Month): 2 (March)
Pages: 381-419

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Handle: RePEc:eee:moneco:v:52:y:2005:i:2:p:381-419

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. > Econometrics > Time Series Models > VAR Models > Sign Restrictions
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