Canadian Monetary Policy Analysis using a Structural VARMA Model
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- Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016. "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 347-373, February.
- Raghavan, Mala & Athanasopoulos, George & Silvapulle, Param, 2014. "Canadian monetary policy analysis using a structural VARMA model," Working Papers 2014-06, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
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Cited by:
- Georgiadis, Georgios & Jančoková, Martina, 2017.
"Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks,"
Working Paper Series
2082, European Central Bank.
- Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
- repec:bla:ecorec:v:93:y:2017:i:302:p:465-483 is not listed on IDEAS
More about this item
Keywords
VARMA models; Identification; Impulse responses; Open economy; Transmission mechanism;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2013-03-16 (All new papers)
- NEP-MAC-2013-03-16 (Macroeconomics)
- NEP-MON-2013-03-16 (Monetary Economics)
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