Overnight rate innovations as a measure of monetary policy shocks in vector autoregressions / by Jamie Armour, Walter Engert and Ben S. C. Fung. : FB3-2/96-4E-PDF
The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models.--Abstract
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571651&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Overnight rate innovations as a measure of monetary policy shocks in vector autoregressions / by Jamie Armour, Walter Engert and Ben S. C. Fung. |
Titre de la série | Bank of Canada working paper1701-939796-4 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
Note(s) | "The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models."--Abstract. The ISBN (0-662-24296-3) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Résumé en français. |
Information sur la publication | Ottawa - Ontario : Bank of Canada March 1996. |
Description | 85p.graphs, references, table |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Rates |