The Fed and Interest Rates: A High-Frequency Identification
收藏NBER2002-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8839
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资源简介：
We measure monetary policy shocks as changes in the Fed funds target rate that surprise bond markets in daily data. These shock series avoid the omitted variable, time-varying parameter, and orthogonalization problem of monthly VARs, and do not impose the expectations hypothesis. We find
提供机构：
美国国家经济研究局
创建时间：
2002-03-01
