search query: @indexterm Monetary Policy / total: 1108
reference: 106 / 1108
Author: | Jang, K. Ogaki, M. |
Title: | The effects of monetary policy shocks on exchange rates: a structural vector error correction model approach |
Journal: | Journal of the Japanese and International Economies
2004 : MAR, VOL. 18:1, p. 99-114 |
Index terms: | Monetary policy Exchange rates Econometric models Cointegration |
Language: | eng |
Abstract: | The empirical reults based on the long-run restrictions are found to be more consistent with standard models of exchange rate determination than the results based on the recursive order restrictions. |
SCIMA