Monetary policy shocks: Testing identification conditions under time-varying conditional volatility

Journal of Monetary Economics

Volumn 51, Issue 6, 2004, Pages 1217-1243

  Normandin, Michel ^a   Phaneuf, Louis ^b  

^a HEC MONTRÉAL   (Canada)

^b UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

Conditional heteroscedasticity; Monetary policy indicators; Orthogonality conditions

Indexed keywords

EID: 4544321252     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2003.11.002     Document Type: Article

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