Structural changes in the US economy: Is there a role for monetary policy? (JEDC 2009)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Fabio Canova, Luca Gambetti Structural changes in the US economy: Is there a role for monetary policy? JEDC 2009 2 477-90 E52, E47, C53 Monetary policy, Inflation persistence, Transmission of shocks, Time-varying coefficients structural VARs

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Markov chain Monte Carlo (MCMC), Vector autoregression (VAR) - Federal Reserve Economic Database (FRED), 1959:1-2006:4, for short term interest rate federal funds rate, for inflation growth rate of the GDP deflator, for output growth growth rate of real GDP, for money growth growth rate of M2 USA -

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: 10.1016/j.jedc.2008.05.010 IDEAS: a/eee/dyncon/v33y2009i2p477-490.html EconPapers: RePEc:eee:dyncon:v:33:y:2009:i:2:p:477-490


According to the working paper version of Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (REStud 2015) this study was affected by the error in the original study.

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