Arbeitspapier
Update to figure 1 in "Macroeconomic Shocks and their Propagation"
This note proposes an update to Figure 1 in "Macroeconomic Shocks and their Propagation" in the Handbook of Macroeconomics of 2016 (Ramey, 2016). Figure 1 of Ramey (2016) reports Impulse-Response Functions (IRFs) of variables of interest to a shock in the Federal Funds Rate, following the baseline and variations of the Vector Autoregression (VAR) models in Christiano et al. (1999). This note shows that, when using a time series for FED non-borrowed reserves that is not corrected for regulatory changes in reserve requirements, the results for the period 1983-07 are robust to the inclusion of monetary variables.
- Sprache
-
Englisch
- Erschienen in
-
Series: Graduate Institute of International and Development Studies Working Paper ; No. HEIDWP01-2021
- Klassifikation
-
Wirtschaft
Monetary Policy
Central Banks and Their Policies
Studies of Particular Policy Episodes
- Thema
-
Central Bank
FED Reserves
VAR
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chiarotti, Edoardo
- Ereignis
-
Veröffentlichung
- (wer)
-
Graduate Institute of International and Development Studies
- (wo)
-
Geneva
- (wann)
-
2021
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Chiarotti, Edoardo
- Graduate Institute of International and Development Studies
Entstanden
- 2021
Ähnliche Objekte (12)
Asset pricing and the propagation of macroeconomic shocks
Exogenous macroeconomic shocks and their propagation in Bosnia and Herzegovina
Shock propagation and banking structure
Wealth shocks and macroeconomic dynamics
Update-Propagation in gestaffelten und verteilten Caches
Asset pricing under uncertainty about shock propagation
Fundamentals of shock wave propagation in solids
Propagation of nominal shocks in open economies
Asset pricing under uncertainty about shock propagation
Labour market institutions and macroeconomic shocks
Macroeconomic Shocks and Foreign Bank Assets
Labour-market institutions and macroeconomic shocks
Asset pricing and the propagation of macroeconomic shocks
Exogenous macroeconomic shocks and their propagation in Bosnia and Herzegovina
Shock propagation and banking structure
Wealth shocks and macroeconomic dynamics
Update-Propagation in gestaffelten und verteilten Caches
Asset pricing under uncertainty about shock propagation
Fundamentals of shock wave propagation in solids
Propagation of nominal shocks in open economies
Asset pricing under uncertainty about shock propagation
Labour market institutions and macroeconomic shocks
Macroeconomic Shocks and Foreign Bank Assets
Labour-market institutions and macroeconomic shocks
Asset pricing and the propagation of macroeconomic shocks
Exogenous macroeconomic shocks and their propagation in Bosnia and Herzegovina
Shock propagation and banking structure
Wealth shocks and macroeconomic dynamics
Update-Propagation in gestaffelten und verteilten Caches
Asset pricing under uncertainty about shock propagation
Fundamentals of shock wave propagation in solids
Propagation of nominal shocks in open economies
Asset pricing under uncertainty about shock propagation
Labour market institutions and macroeconomic shocks
Macroeconomic Shocks and Foreign Bank Assets