(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions
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- Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," Research Papers in Economics 2023-01, University of Trier, Department of Economics.
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More about this item
Keywords
Monetary Policy Transmission; Non-Linear Optimization; Price Puzzle; Recursive Identification; Rotation; Sign Restrictions;All these keywords.
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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-01-30 (Econometrics)
- NEP-ETS-2023-01-30 (Econometric Time Series)
- NEP-MON-2023-01-30 (Monetary Economics)
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