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ArticleDo Measures of Monetary Policy in a VAR Make Sense

Glenn D. Rudebusch1998

Article1998

Do Measures of Monetary Policy in a VAR Make Sense

Glenn D. Rudebusch

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

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References

1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1989The federal funds rate and the channels of monetary transmission 1998Measuring Monetary Policy 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory 1996What Does Monetary Policy Do?1998Policy Rules for Inflation Targeting

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2005Bond Risk Premia 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 2007Real-time price discovery in global stock, bond and foreign exchange markets 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States 2001A real-time data set for macroeconomists 1998The robustness of identified VAR conclusions about money 2002Has the Business Cycle Changed and Why?

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1998Measuring monetary policy with VAR models: An evaluationarticle · 5 shared references 1998The liquidity effect and long-run neutralityother · 5 shared references 1998Do Measures of Monetary Policy in a Var Make Sense?article · 5 shared references 2002Monetary disturbances matter for business fluctuations in the G-7article · 4 shared references 2006DOES MONETARY POLICY GENERATE RECESSIONS?article · 4 shared references 2004Identifying VARS based on high frequency futures dataarticle · 4 shared references

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Year1998

Typearticle

Published1998-01-01

Languageen

Citations629

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ShelfMonetary Policy and Economic Impact

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2008

A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy