Exiting from QE
收藏NBER2014-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19938
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资源简介：
We develop a regime-switching SVAR (structural vector autoregression) in which the monetary policy regime, chosen by the central bank responding to economic conditions, is endogenous and observable. There are two regimes, one of which is QE (quantitative easing). The model can incorporate the exit
提供机构：
美国国家经济研究局
创建时间：
2014-02-01
