Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions
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- Harald Uhlig, 2001. "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series 629, CESifo Group Munich.
- Uhlig, H.F.H.V.S., 2001. "Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions," Discussion Paper 2001-88, Tilburg University, Center for Economic Research.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chadha, J.S. & Corrado, L. & Sun, Q., 2008.
"Money, Prices and Liquidity Effects: Separating Demand from Supply,"
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0855, Faculty of Economics, University of Cambridge.
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More about this item
Keywordsidentification; monetary policy; vector autoregression; sign restriction; 2001; September 11th;
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- 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
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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