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Modeling the response of money and interest rates to monetary policy shocks: a segmented markets approach

✍ Scribed by Filippo Occhino

Book ID: 114362057
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 250 KB
Volume: 7
Category: Article
ISSN: 1096-0929
DOI: 10.1016/s1094-2025(03)00047-4

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## Abstract This paper compares impulse responses to monetary policy shocks in the euro area countries before the EMU and in the New Member States (NMS) from central–eastern Europe. We mitigate the small‐sample problem, which is especially acute for the NMS, by using a Bayesian estimation that comb