Work

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

Year: 1996

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.56181

Authors: Jamie Armour, Walter Engert, Ben Siu Cheong Fung

Institutions: Government of Canada, Bank of Canada

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1482018097

Cites: 26

Cited by: 34

Related to: 10