Information from financial markets and VAR measures of monetary policy

European Economic Review

Volumn 43, Issue 4-6, 1999, Pages 825-837

  Bagliano, Fabio C ^a   Favero, Carlo A ^b,c  

^a UNIVERSITY OF TURIN   (Italy)

^b BOCCONI UNIVERSITY   (Italy)

^c CEPR   (United Kingdom)

Author keywords

Exchange rates; Implicit forward rate curve; Monetary policy; VAR models

Indexed keywords

ECONOMIC POLICY; FINANCIAL MARKET; MONETARY POLICY; VECTOR AUTOREGRESSION;

GERMANY; UNITED STATES;

EID: 0032799931     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(98)00097-X     Document Type: Article

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