Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "Impulse response analysis"

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2005-10-06Buch

Structural Vector Autoregressive Models and Monetary Policy Analysis

Holtemöller, Oliver

In this paper, the structural vector autoregressive (SVAR) model is used to analyze short-run and contemporaneous relationships between monetary aggregates and other macroeconomic variables. This requires imposing ...