Journal article

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


Authors list: Mandler, Martin

Publication year: 2012

Pages: 422-425

Journal: Economics Letters

Volume number: 116

Issue number: 3

ISSN: 0165-1765

eISSN: 1873-7374

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

Publisher: 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.



Citation Styles

Harvard Citation style: 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 Citation style: 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



Keywords

Inflation; Monetary policy shocks; Regime switching; Threshold vector autoregression

Last updated on 2025-02-04 at 02:36