Infinite-variance, alpha-stable shocks in monetary SVAR

ISSN： 1465-3486

Source： International Review of Applied Economics, Vol.26, Iss.6, 2012-11, pp. : 755-786

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The role of monetary shocks and real shocks on the current account, the terms of trade and the real exchange rate dynamics: a SVAR analysis

By Zhang Yanchun

Applied Economics, Vol. 41, Iss. 16, 2009-07 ,pp. : 2047-2063

Routledge Ltd

Access to resources Recommend Favorite

International demand and liquidity shocks in a SVAR model of the Australian economy

By Fry Renée

Applied Economics, Vol. 36, Iss. 8, 2004-05 ,pp. : 849-863

Routledge Ltd

Access to resources Recommend Favorite

The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

JOURNAL OF MONEY, CREDIT AND BANKING, Vol. 47, Iss. 6, 2015-09 ,pp. : 1223-1238

John Wiley & Sons Inc

Access to resources Recommend Favorite

The Timing of Monetary Policy Shocks

By Olivei Giovanni Tenreyro Silvana

The American Economic Review, Vol. 97, Iss. 3, 2007-06 ,pp. : 636-663

American Economic Association

Access to resources Recommend Favorite

Monetary Rules and Deficit Shocks

By Annicchiarico Barbara

Spanish Economic Review, Vol. 9, Iss. 1, 2007-03 ,pp. : 39-57

Springer Publishing Company

Access to resources Recommend Favorite