Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR)
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DOI: 10.1016/j.ecosta.2022.03.004
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More about this item
Keywords
Inflation targeting; Differential delay system; The regime-switching linear-quadratic model (RSLQ); Financial conditions; Unconventional monetary policy; Delayed policy effects; Multi-regime cointegrated VAR (MRCIVAR);All these keywords.
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- 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
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