Identifying monetary policy shocks via changes in volatility

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Bibliographische Detailangaben
Veröffentlicht in:Journal of money, credit and banking
1. Verfasser: Lanne, Markku (VerfasserIn)
Weitere Verfasser: Lütkepohl, Helmut (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2008
Schlagworte:
1965-1996 > Geldpolitik > Schock > Volatilität > VAR-Modell > Theorie > USA > Aufsatz in Zeitschrift
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