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Information from financial markets and VAR measures of monetary policy

Published:1999-04 Issue:4-6 Volume:43 Page:825-837
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Bagliano Fabio C.,Favero Carlo A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Topics in Structural VAR Econometrics;Amisano,1996

2. Measuring monetary policy with VAR models;Bagliano;European Economic Review,1998

3. Bagliano, F.-C., Favero, C.A., Franco, F., 1998. Measuring monetary policy in open economies. Mimeo.

4. The federal funds rate and the channels of monetary transmission;Bernanke;American Economic Review,1992

5. Measuring monetary policy;Bernanke;Quarterly Journal of Economics,1998

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