Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs
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DOI: 10.17016/FEDS.2016.049
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- Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
References listed on IDEAS
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More about this item
Keywords
Bayesian Inference; Monetary policy; Vector Autoregressions;JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2016-06-25 (Macroeconomics)
- NEP-MON-2016-06-25 (Monetary Economics)
- NEP-NET-2016-06-25 (Network Economics)
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