I define the conventional and unconventional monetary policy and the policy measures of the ECB as well as their Transmission mechanism. Afterwards I introduce and explain the vector autoregression and the structural vector autoregression. In the practical part I estimate my SVAR model and comment on the results.
I define the conventional and unconventional monetary policy and the policy measures of the ECB as well as their Transmission mechanism. Afterwards I introduce and explain the vector autoregression and the structural vector autoregression. In the practical part I estimate my SVAR model and comment on the results.
Measuring the Effect of the ECB's Unconventional Monetary Policy on Macroeconomics- A Structural VAR Analysis
ERHARDT, MICHAEL
2015/2016
Abstract
I define the conventional and unconventional monetary policy and the policy measures of the ECB as well as their Transmission mechanism. Afterwards I introduce and explain the vector autoregression and the structural vector autoregression. In the practical part I estimate my SVAR model and comment on the results.È consentito all'utente scaricare e condividere i documenti disponibili a testo pieno in UNITESI UNIPV nel rispetto della licenza Creative Commons del tipo CC BY NC ND.
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https://hdl.handle.net/20.500.14239/8888