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Measuring Monetary Policy with VAR Models: An Evaluation · Study

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PreprintMeasuring Monetary Policy with VAR Models: An Evaluation

Carlo A. Favero1997

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Preprintgreen1997

Measuring Monetary Policy with VAR Models: An Evaluation

Carlo A. Favero · Fabio C. Bagliano

83 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Market Dynamics and Volatility Economic theories and models

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Available from British Library Document Supply Centre-DSC:3597.9512(1743) / BLDSC - British Library Document Supply Centre

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References

1980Macroeconomics and Reality 1976Econometric policy evaluation: A critique 1972Expectations and the neutrality of money 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1989The federal funds rate and the channels of monetary transmission 1990Inference in Linear Time Series Models with some Unit Roots 1992Interpreting the macroeconomic time series facts 1996What Does Monetary Policy Do?

Cited by

2012Does Macro-Pru Leak? Evidence from a UK Policy Experiment 2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 2008Monetary Policy and Exchange Rate Interactions in a Small Open Economy 2002What Does the Single Monetary Policy Do? A SVAR Benchmark for the European Central Bank 2001Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries 2013House Prices and Stock Prices: Different Roles in the US Monetary Transmission Mechanism*

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1998Measuring monetary policy with VAR models: An evaluationarticle · 17 shared references 2009The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lankaarticle · 9 shared references 2002The Fed's Effect on Excess Returns and Inflation is Much Bigger than You Thinkpreprint · 9 shared references 2020The Effects of Monetary Policy on Prices in Malawipreprint · 9 shared references 1998The liquidity effect and long-run neutralityother · 8 shared references 2000The Fed's Conduct of Monetary Policy: Has it Changed and Does it Matter?preprint · 8 shared references

Details

Year1997

Typepreprint

Published1997-11-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations83

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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openalex_workW2029196809

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2009The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka

1999The transmission of monetary policy shocks in Italy