Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound
Author:
Affiliation:
1. Swiss National Bank; P.O. Box CH-8022 Zurich Switzerland
2. University of Neuchâtel; Rue A.-L. Breguet 2 CH-2000 Neuchâtel Switzerland
3. KOF Swiss economic Institute ETH Zurich; Leonhardstrasse 21 CH-8092 Zurich Switzerland
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12260/fullpdf
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4. Unconventional monetary policy and the great recession: Estimating the macroeconomic effects of a spread compression at the zero lower bound;Baumeister;International Journal of Central Banking,2013
5. Sign restrictions, structural vector autoregressions, and useful prior information;Baumeister;Econometrica,2015
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