Revisiting the macroeconomic effects of monetary policy shocks
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- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Citations
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Cited by:
- Jonathan Hambur & Qazi Haque, 2023.
"Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!,"
CAMA Working Papers
2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
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More about this item
Keywords
Monetary policy shocks; Proxy-SVAR; Weak identifcation; Output dynamics.;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-09-13 (Central and Western Asia)
- NEP-ISF-2021-09-13 (Islamic Finance)
- NEP-MAC-2021-09-13 (Macroeconomics)
- NEP-MON-2021-09-13 (Monetary Economics)
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