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The systematic component of monetary policy in SVARs: An agnostic identification procedure · Study

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The systematic component of monetary policy in SVARs: An agnostic identification procedure

Jonas E. Arias, Dario Caldara, Juan Francisco Rubio-Ramı́rez

2018-07-17articleJournal of Monetary Economics164 citationsbronze

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

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References

1980Macroeconomics and Reality

1993Discretion versus policy rules in practice

2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

2009Deciphering the Liquidity and Credit Crunch 2007–2008

1972MONEY, INCOME, AND CAUSALITY

1989The federal funds rate and the channels of monetary transmission

2004Interest and Prices

Cited by

2021Common shocks in stocks and bonds

2020SVAR (Mis)Identification and the Real Effects of Monetary Policy Shocks

2019Subjective Models of the Macroeconomy: Evidence from Experts and Representative Samples

2016Decomposing the Effects of Monetary Policy Using an External Instruments SVAR

2019INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY

2021Robust Bayesian inference in proxy SVARs

n.d.Targeting Constant Money Growth at the Zero Lower Bound

2022Identification of SVAR Models by Combining Sign Restrictions With External Instruments

Details

Year2018

Typearticle

VenueJournal of Monetary Economics

Languageen

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Identifiers

doi10.1016/j.jmoneco.2018.07.011

openalex_workW2139398061

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