Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions

Martin Mandler

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Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions

机译：货币政策冲击对通胀制度的影响。阈值向量自回归的证据

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We use a threshold vector autoregression to study the effects of monetary policy shocks on the US. Depending on the level of inflation we note important regime dependence in the inflation response to monetary policy shocks.

机译：我们使用阈值向量自回归来研究货币政策冲击对美国的影响。根据通货膨胀水平，我们注意到通货膨胀对货币政策冲击的反应中重要的政权依赖性。

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来源
《Economics letters》 |2012年第3期|p.422-425|共4页
作者
Martin Mandler;
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作者单位

Justus-Liebig-University Giessen, Department of Economics and Business, Licher Str. 62, D-35394 Giessen, Germany;

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原文格式 PDF
正文语种 eng
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关键词
monetary policy shocks; threshold vector autoregression; regime switching; inflation;

机译：货币政策冲击;阈值向量自回归政权转换;通货膨胀;

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Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions

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