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ArticleMonetary policy and the exchange rate: Evaluation of VAR models

Jarkko P. P. Jääskelä2011

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Articlegreen2011

Monetary policy and the exchange rate: Evaluation of VAR models

Jarkko P. P. Jääskelä · David Jennings

43 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

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References

2005What are the effects of monetary policy on output? Results from an agnostic identification procedure 1992Interpreting the macroeconomic time series facts 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy 2007Bayesian Analysis of DSGE Models 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach 2002Monetary disturbances matter for business fluctuations in the G-7

Cited by

2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions 2015Simulation Evidence on Theory‐based and Statistical Identification under Volatility Breaks 2015Delayed Overshooting Puzzle in Structural Vector Autoregression Models 2018Assessing the effect of monetary policy on agricultural growth and food prices 2020Credit Spreads, Monetary Policy and the Price Puzzle

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Year2011

Typearticle

Published2011-08-31

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations43

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jimonfin.2011.06.014

openalex_workW2111283397

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2016A Method for Working with Sign Restrictions in Structural Equation Modelling