Still puzzling: Evaluating the price puzzle in an empirically identified structural vector autoregression

Empirical Economics

Volumn 46, Issue 2, 2014, Pages 701-731

  Demiralp, Selva ^a   Hoover, Kevin D ^b   Perez, Stephen J ^c  

^a KOÇ UNIVERSITY   (Turkey)

^b DUKE UNIVERSITY   (United States)

^c CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Causal search; Graph theory; Monetary policy; Output gap; Price puzzle; Transmission mechanism

Indexed keywords

MONETARY POLICY; NUMERICAL MODEL; PRICE DYNAMICS; VECTOR AUTOREGRESSION;

EID: 84893737442     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-013-0694-5     Document Type: Article

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