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Macroeconomics: Consumption, Saving, Production, Employment, and Investment x Multiple or Simultaneous Equation Models; Multiple Variables x Prices, Business Fluctuations, and Cycles x Monetary Policy, Central Banking, and the Supply of Money and Credit x clear all

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri.

in The Review of Economic Studies

July 2005; p ublished online July 2005 .

Journal Article. Subjects: Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Multiple or Simultaneous Equation Models; Multiple Variables; Prices, Business Fluctuations, and Cycles; Monetary Policy, Central Banking, and the Supply of Money and Credit. 15289 words.

Monetary policy and the private sector behaviour of the U.S. economy are modelled as a time varying structural vector autoregression, where the sources of time variation are both the...

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