Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions - Forschungsportal der Justus-Liebig-Universität Gießen:

Journalartikel

Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions

Autorenliste: Mandler, Martin

Jahr der Veröffentlichung: 2012

Seiten: 422-425

Zeitschrift: Economics Letters

Bandnummer: 116

Heftnummer: 3

ISSN: 0165-1765

eISSN: 1873-7374

DOI Link: https://doi.org/10.1016/j.econlet.2012.04.027

Verlag: Elsevier

Abstract:
We use a threshold vector autoregression to study the effects of monetary policy shocks on the US. Depending on the level of inflation we note important regime dependence in the inflation response to monetary policy shocks. (C) 2012 Elsevier B.V. All rights reserved.

Zitierstile

Harvard-Zitierstil: Mandler, M. (2012) Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions, Economics Letters, 116(3), pp. 422-425. https://doi.org/10.1016/j.econlet.2012.04.027

APA-Zitierstil: Mandler, M. (2012). Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions. Economics Letters. 116(3), 422-425. https://doi.org/10.1016/j.econlet.2012.04.027

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