Forward-looking information in VAR models and the price puzzle
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Measuring monetary policy with VAR models: an evaluation;Bagliano;European Economic Review,1998
2. Information from financial markets and VAR measures of monetary policy;Bagliano;European Economic Review,1999
3. Monetary policy in a data-rich environment;Bernanke;Journal of Monetary Economics,2003
4. Measuring monetary policy;Bernanke;Quarterly Journal of Economics,1998
5. On the derivation of monetary policy shocks: should we throw the VAR out with the bath water?;Brunner;Journal of Money, Credit, and Banking,2000
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