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 Bank of New York; Columbia Business School - Finance and Economics; National Bureau of Economic Research (NBER); 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 )

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Columbia Business School ( email )

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National Bureau of Economic Research (NBER)

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Marc P. Giannoni

Federal Reserve Bank of New York ( email )

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HOME PAGE: http://nyfedeconomists.org/giannoni/

Columbia Business School - Finance and Economics ( email )

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HOME PAGE: http://www.columbia.edu/~mg2190

National Bureau of Economic Research (NBER)

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Center for Economic Policy Research (CEPR)

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