G2TT
来源类型Discussion paper
规范类型论文
来源IDDP2320
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
URLhttps://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.
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