Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
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- Soren JOHANSEN & Katarina JUSELIUS, 2001. "Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data," Economics Working Papers ECO2001/02, European University Institute.
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More about this item
KeywordsInflation Target; Monetary Instruments; Control Rules;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-22 (All new papers)
- NEP-CBA-2001-10-22 (Central Banking)
- NEP-ECM-2001-10-22 (Econometrics)
- NEP-ETS-2001-10-22 (Econometric Time Series)
- NEP-MON-2001-10-22 (Monetary Economics)
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