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Title:Has the fed responded to house and stock prices? : a time-varying analysis Author(s):AASTVEIT, Knut Are; FURLANETTO, Francesco; LORIA, Francesca
Date:2017Type:Working PaperSeries/Number:Norges Bank Working Paper; 2017/01Abstract: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:Norges Bank Working Paper; 2017/01Abstract: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 ...