Open AccessMonetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
Author(s) -
Dario Caldara,
Edward P. Herbst
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.049
Subject(s) - monetary policy , economics , great moderation , monetary economics , proxy (statistics) , volatility (finance) , econometrics , bayesian vector autoregression , bayesian probability , computer science , machine learning , artificial intelligence