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Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach

15 Pages Posted: 26 Oct 2005  

Jean Boivin

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

Marc P. Giannoni

Federal Reserve Banks - Federal Reserve Bank of Dallas; Center for Economic Policy Research (CEPR)

Abstract

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

Keywords: transmission of monetary policy, vector autoregression

JEL Classification: E3, E52

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: https://ssrn.com/abstract=831046

Jean Boivin (Contact Author)

HEC Montreal ( email )

3000, Chemin de la Côte-Sainte-Catherine
Montreal, Quebec H2X 2L3
Canada

Columbia Business School ( email )

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Department of Economics and Finance Room 719, Uris Hall
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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 Banks - Federal Reserve Bank of Dallas ( email )

2200 North Pearl Street
PO Box 655906
Dallas, TX 75265-5906
United States
214-922-5291 (Phone)

Center for Economic Policy Research (CEPR)

90-98 Goswell Road
London, EC1V 7RR
United Kingdom

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