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来源类型 | Discussion paper |
规范类型 | 论文 |
来源ID | DP2320 |
DP2320 Undertakings and Antidumping Jumping FDI in Europe | |
Reinhilde Veugelers; Hylke Vandenbussche; Rene Belderbos | |
发表日期 | 1999-12-17 |
出版年 | 1999 |
语种 | 英语 |
摘要 | We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecification is substantial: short run coefficients often have wrong signs; impulse responses and variance decompositions give misleading representations of the dynamics. Explanations for the results and suggestions for macroeconomic practice are provided. |
主题 | International Macroeconomics |
关键词 | General equilibrium Identification monetary policy Structural vars |
URL | https://cepr.org/publications/dp2320 |
来源智库 | Centre for Economic Policy Research (United Kingdom) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/531411 |
推荐引用方式 GB/T 7714 | Reinhilde Veugelers,Hylke Vandenbussche,Rene Belderbos. DP2320 Undertakings and Antidumping Jumping FDI in Europe. 1999. |
条目包含的文件 | 条目无相关文件。 |
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