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Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach


Jean Boivin


HEC Montreal; Columbia Business School; National Bureau of Economic Research (NBER)

Marc P. Giannoni


Federal Reserve Bank of New York; Columbia Business School - Finance and Economics; National Bureau of Economic Research (NBER); Center for Economic Policy Research (CEPR)

Economic Policy Review, Vol. 8, No. 1, May 2002

Abstract:     
A paper presented at the April 2001 conference "Financial Innovation and Monetary Transmission," sponsored by the Federal Reserve Bank of New York.

Number of Pages in PDF File: 15

Keywords: transmission of monetary policy, vector autoregression

JEL Classification: E3, E52

Accepted Paper Series


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Date posted: October 26, 2005  

Suggested Citation

Boivin, Jean and Giannoni, Marc P., Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach. Economic Policy Review, Vol. 8, No. 1, May 2002. Available at SSRN: http://ssrn.com/abstract=831046

Contact Information

Jean Boivin (Contact Author)
HEC Montreal ( email )
3000, Chemin de la Côte-Sainte-Catherine
Montreal, Quebec H2X 2L3
Canada
Columbia Business School ( email )
3022 Broadway
Department of Economics and Finance Room 719, Uris Hall
New York, NY 10027
United States
212-854-9091 (Phone)
212-316-9355 (Fax)
HOME PAGE: http://www.columbia.edu/~jb903/
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Marc P. Giannoni
Federal Reserve Bank of New York ( email )
33 Liberty Street
New York, NY 10045
United States
212-720-6935 (Phone)
HOME PAGE: http://nyfedeconomists.org/giannoni/
Columbia Business School - Finance and Economics ( email )
3022 Broadway
New York, NY 10027
United States
(212) 854-5553 (Phone)
HOME PAGE: http://www.columbia.edu/~mg2190

National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Center for Economic Policy Research (CEPR)
90-98 Goswell Road
London, EC1V 7RR
United Kingdom
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