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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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571651&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleOvernight 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 paper 1701-9397 96-4
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[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.
Description85p.graphs, references, table
ISSN1701-9397
Catalogue number
  • FB3-2/96-4E-PDF
Subject terms
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