Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach
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
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
Date posted: October 26, 2005
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