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Title:Has the fed responded to house and stock prices? : a time-varying analysis Banco de Espana ; Working Paper / Documento de trabajo; 2017/1713 Author(s):AASTVEIT, Knut Are; FURLANETTO, Francesco; LORIA, Francesca
Date:2017Type:Working PaperSeries/Number:Banco de Espana; Working Paper ; Documento de trabajo; 2017/1713Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...
Date:2017Type:Working PaperSeries/Number:Banco de Espana; Working Paper ; Documento de trabajo; 2017/1713Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...