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What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure

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  • Uhlig, H.F.H.V.S.

    (Tilburg University, Center For Economic Research)

Abstract

Three programs replicating VAR identification of impulse responses with sign restrictions from Uhlig(2005), "What are the effects of monetary policy on output? Results from an agnostic identification procedure", Journal of Monetary Economics, vol 52, pp. 381-419.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Uhlig, H.F.H.V.S., 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," Discussion Paper 1999-28, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:2e0fa8dd-ead5-4c6b-97cb-178d3986d48b
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    More about this item

    Keywords

    vector autoregression; monetary policy shocks; identification; monetary neutrality;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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