Identifying monetary policy shocks via changes in volatility

Journal of Money, Credit and Banking

Volumn 40, Issue 6, 2008, Pages 1131-1149

  Lanne, Markku ^a   Lütkepohl, Helmut ^b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b European University Institute

Author keywords

Impulse responses; Monetary policy; Structural vector autoregressive analysis; Vector autoregressive process

Indexed keywords

EID: 49649113194     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2008.00151.x     Document Type: Article

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