What do the VARs mean? Measuring the output effects of monetary policy

Article Abstract:

VARs help in measuring the effects of monetary policy by giving a detailed background of output and other variables resulting from such policy. They illustrate the history of output effects in terms of mean values of money, output and interest rates, among other variables. In measuring the effects of monetary shock, economic identifying assumptions are also taken into considerations.

Economics, Research and Development in the Social Sciences and Humanities, Interest rates, Economic history

---

Identifying VARS based on high frequency futures data

Article Abstract:

Many authors have studied Federal funds futures to analyze various aspects of monetary policy. This paper utilizes the data to help in identifying a standard monetary policy Vector Auto Regression (VAR). The main idea of the paper is to presume that surprise component of the FedEs economic policy reflects the outside factors in variations of monetary policy.

Usage, Vector analysis

---

Customer anger at price increases, changes in the frequency of price adjustment and monetary policy

Article Abstract:

Consumers react adversely to any price hike by a firm, yet they do not decrease their purchasing unless they feel the price is unfair. Consumers tend to compare the price adjustments and frequency in price adjustments with other economic variables. The implications of this price rigidity for monetary policy are analyzed.

Marketing procedures, Commodity & service prices, Consumer Behavior, Venture Analysis, Prices and rates, Business enterprises, Customer relations, Company pricing policy, Consumer behaviour, Pricing policies

Similar abstracts:

• Abstracts: From the great depression to the great inflation: path dependence and monetary policy. Inflation, output growth, and stabilization in Turkey, 1980-2002
• Abstracts: Forecasting in the presence of large shocks. The economic effects of immigration-a dynamic analysis
• Abstracts: Distance and prediction error variance constraints for ARMA model portfolios. Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
• Abstracts: Searching for the value-subtraction in the Russian economy. In search of the liquidity effect in Ukraine
• Abstracts: A theory of holdouts in wage bargaining. A spatial theory of trade

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.