Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework

Author(s)

• Franta, Michal
• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework

Michal Franta

（IMES discussion paper series, no. 2011-E-13）

Institute for Monetary and Economic Studies, Bank of Japan, 2011

Other Title

IMES

Note

Cover title

Bibliography: p. 24-26

Details

• NCID: BB09513005
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 32 p.
• Size: 30 cm
• Classification:
  • LCC : HG1275
  • DC : 332
• Subject Headings:
  • LCSH : Monetary policy -- Japan -- Mathematical models
  • LCSH : Japan -- Economic policy -- 1989- -- Mathematical models
  • LCSH : Japan -- Economic conditions -- 1989- -- Mathematical models
  • FREE : Monetary policy shocks TVP-VAR
• Parent Bibliography ID:
  • BN15051361