23-074/III - Time-Varying Identification of Monetary Policy Shocks

• Authors
  Annika Camehl, Erasmus University Rotterdam ; Tomasz Woźniak, University of Melbourne
• Publication date
  November 10, 2023

• Keywords
  Structural VARs, Markov Switching, Identification Via Heteroskedasticity, Extended Taylor Rule, Effects of Monetary Policy
• JEL
  C11, C32, E52