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
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Overnight rate innovations as a measure of monetary policy shocks in vector autoregressions / by Jamie Armour, Walter Engert and Ben S. C. Fung. |
| Series title | Bank of Canada working paper1701-939796-4 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| 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. |
| Publishing information | Ottawa - Ontario : Bank of Canada March 1996. |
| Description | 85p.graphs, references, table |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Rates |
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