The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation
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Cited by:
- Brissimis, Sophocles N. & Magginas, Nicholas S., 2006.
"Forward-looking information in VAR models and the price puzzle,"
Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1225-1234, September.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2004. "Forward-Looking Information in VAR Models and the Price Puzzle," Working Papers 10, Bank of Greece.
- Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 719-734.
- Edward S. Knotek, 2019. "Changing Policy Rule Parameters Implied by the Median SEP Paths," Economic Commentary, Federal Reserve Bank of Cleveland, issue April.
- Michael J. Dueker & Robert H. Rasche, 2004. "Discrete policy changes and empirical models of the federal funds rate," Review, Federal Reserve Bank of St. Louis, vol. 86(Nov), pages 61-72.
- Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod, 2005. "Structural Breaks in Estimated DSGE Models with Indeterminacy," Computing in Economics and Finance 2005 357, Society for Computational Economics.
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Keywords
Federal funds rate; Vector autoregression; Monetary policy;All these keywords.
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