Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
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This paper proposes a new approach to identifying the effects of monetary policy shocks in an international vector autoregression. Using high-frequency data on the prices of Fed Funds futures contracts, we measure the impact of the surprise component of the FOMC-day Federal Reserve policy decision
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美国国家经济研究局创建时间：
2003-04-01
