A Black Swan in the Money Market (AEJ:MA 2009)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
John B. Taylor, John C. Williams A Black Swan in the Money Market AEJ:MA 2009 1 58–83 E43, E44, E52, G21 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), AR(1) Regression Macro - World EViews

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/mac.1.1.58 IDEAS: a/aea/aejmac/v1y2009i1p58-83.html EconPapers: RePEc:aea:aejmac:v:1:y:2009:i:1:p:58-83


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