Zobrazeno 1 - 1
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pro vyhledávání: '"identication through heteroskedasticity"'
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock component and a central bank information shock component. We identify both components using changes in interest rate futures and in exc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2becbfd284b10b2c326f7838e2632483
https://hdl.handle.net/10419/225081
https://hdl.handle.net/10419/225081
