Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR
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DOI: 10.1016/j.iref.2023.08.002
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More about this item
Keywords
Slope policy; Fed information effect; Heteroskedasticity; IV-SVAR;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
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