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Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle
16 references·1 citing·38 second hop
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References

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1,081 cited
  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
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    • 2011The Low-Frequency Impact of Daily Monetary Policy Shocks12 cited