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Assessing changes in the monetary transmission mechanism: a VAR approach : commentary

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  • Mark W. Watson

Abstract

Paper for a conference sponsored by the Federal Reserve Bank of New York entitled Financial Innovation and Monetary Transmission

Suggested Citation

  • Mark W. Watson, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach : commentary," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 113-116.
    • Handle: RePEc:fip:fednep:y:2002:i:may:p:113-116:n:v.8no.1
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    References listed on IDEAS

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    1. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 1-78.
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    Cited by:

    1. Challe, Edouard & Giannitsarou, Chryssi, 2014. "Stock prices and monetary policy shocks: A general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 46-66.
    2. Gaytán González Alejandro & González García Jesús R., 2006. "Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach," Working Papers 2006-06, Banco de México.

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