Forward-looking information in VAR models and the price puzzle

Journal of Monetary Economics

Volumn 53, Issue 6, 2006, Pages 1225-1234

  Brissimis, Sophocles N ^a,b   Magginas, Nicholas S ^a,c  

^a BANK OF GREECE   (Greece)

^b UNIVERSITY OF PIRAEUS   (Greece)

^c ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Fed funds futures; Monetary transmission mechanism; Price puzzle; VAR models

Indexed keywords

EID: 33747811121     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2005.05.014     Document Type: Article

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