A Structural VAR Analysis of the Monetary Policy Stance in Japan

2009 ◽  
Vol 4 (1) ◽  
pp. 77-103 ◽  
Author(s):  
Kazuhiko Nakahira
Keyword(s):  
Monetary Policy ◽  
Structural Var ◽  
Var Analysis

Ein alternativer Indikator der deutschen Geldpolitik. Untersuchung im Rahmen eines strukturellen VAR-Modells / An Improved Indicator of German Monetary Policy A Structural VAR Analysis

2001 ◽  
Vol 221 (4) ◽  
Author(s):  
Barbara Jennes
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Identification Problem ◽  
Structural Var ◽  
Supply Side ◽  
Demand Side ◽  
Var Analysis ◽  
Institutional Settings ◽  
German Monetary Policy

SummaryThe day-to-day interbank rate usually is taken as an indicator of Bundesbank policy. But this neither fits in the institutional settings in Germany nor the identification problem is solved, because this interest rate reflects supply-side as well as demand-side shocks. The purpose of the

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