Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century

Author:

Amir-Ahmadi Pooyan1,Matthes Christian2,Wang Mu-Chun3

Affiliation:

1. Department of Money and Macroeconomics; Goethe University

2. Federal Reserve Bank of Richmond

3. Department of Economics; University of Hamburg

Publisher

The Econometric Society

Subject

Economics and Econometrics

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