Unconventional monetary policy and the great recession : estimating the macroeconomic effects of a spread compression at the zero lower bound.
Tipo de material:
ArtículoIdioma: Inglés ISSN: - 18154654
Contenidos:
En: International journal of central bankingResumen: We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the great recession of 2007-09 via a time-varying parameter structural VAR model.
Empirical methodology, 169 ; Evidence on the impact of a compression in the yield spread, 177 ; Conclusions, 199
No hay ítems correspondientes a este registro
Bibliografía : páginas 207-212.
Introduction, 166 ; Empirical methodology, 169 ; Evidence on the impact of a compression in the yield spread, 177 ; Conclusions, 199
We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the great recession of 2007-09 via a time-varying parameter structural VAR model.
No hay comentarios en este titulo.