A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History
收藏NBER2022-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30072
下载链接
链接失效反馈官方服务：
资源简介：
We develop a methodology to integrate a high-frequency event study into a macro-finance model and structural estimation. The methodology is applied to Federal Reserve announcements in a model where investor beliefs about the economic state and/or regime change in future policy can jump in response
提供机构：
美国国家经济研究局
创建时间：
2022-05-01
