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Dynamic effects of monetary policy shocks on macroeconomic volatility · Study

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ArticleDynamic effects of monetary policy shocks on macroeconomic volatility

Haroon Mumtaz2019

OA

Articlegreen2019

Dynamic effects of monetary policy shocks on macroeconomic volatility

Haroon Mumtaz · Konstantinos Theodoridis

19 citations·0/0 files stored·Journal of Monetary Economics

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

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References

2009The Impact of Uncertainty Shocks 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 1996Impulse response analysis in nonlinear multivariate models 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1994Job Creation and Job Destruction in the Theory of Unemployment 2015Measuring Uncertainty 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

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Details

Year2019

Typearticle

Published2019-03-27

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations19

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jmoneco.2019.03.011

openalex_workW2292853550

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