Identifying Monetary Policy Shocks via Changes in Volatility

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Identifying Monetary Policy Shocks via Changes in Volatility

LANNE, Markku; LUETKEPOHL, Helmut
Title: Identifying Monetary Policy Shocks via Changes in Volatility
Author: LANNE, Markku; LUETKEPOHL, Helmut
Date: 2008
Citation: Journal of Money, Credit and Banking, 2008, 40, 6, 1131-1149
URI: http://hdl.handle.net/1814/9979

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