Monetary policy shocks over the business cycle: Extending the Smooth Transition framework
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Cited by:
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
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More about this item
Keywords
Nonlinear models; proxy SVARs; monetary policy shocks; 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-08-09 (Central Banking)
- NEP-ECM-2021-08-09 (Econometrics)
- NEP-ETS-2021-08-09 (Econometric Time Series)
- NEP-ISF-2021-08-09 (Islamic Finance)
- NEP-MAC-2021-08-09 (Macroeconomics)
- NEP-MON-2021-08-09 (Monetary Economics)
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