Quantitative Impulse Response Approach to Monetary Transmission Mechanism
نویسندگان
چکیده
منابع مشابه
Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach
everal authors have documented a reduced variability of output and inflation in the United States since the beginning of the 1980s.1 In fact, a comparison of the 1980:1-2001:2 period with the two preceding decades shows that the standard deviation of quarterly output growth has fallen 30 percent, while the standard deviation of inflation has decreased more than 40 percent. These changes in the ...
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2004
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2004.259