Concepedia

Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions

Jamie Armour, Walter Engert, Ben Fung

SSRN Electronic Journal · 1996 · 33 citations · 14 references

DOIFull text

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Concepts

References

14

The Dynamic Effects of Aggregate Demand and Supply Disturbances

Olivier Blanchard, Danny Quah · National Bureau of Economic Research · 1988 · 1.3K citations · Full text

, , +16

Are Forecasting Models Usable for Policy Analysis?

Christopher Sims · Quarterly Review · 1986 · 1.2K citations · Full text

, , +11

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

David F. Hendry · Oxford Bulletin of Economics and Statistics · 1986 · 634 citations

, , +10

‘Interpreting the macroeconomic time series facts: The effects of monetary policy’

Martin Eichenbaum · European Economic Review · 1992 · 492 citations

, , +13

The identification of monetary policy disturbances explaining the liquidity puzzle

Steven Strongin · Journal of Monetary Economics · 1995 · 467 citations

, , +14