Canadian monetary policy analysis using a structural VARMA model
نویسندگان
چکیده
منابع مشابه
Canadian Monetary Policy Analysis using a Structural VARMA Model
This paper builds a structural VARMA (SVARMA) model for investigating Canadian monetary policy. Despite the support for a VARMA model for monetary policy analysis, the traditional VAR and SVAR models have predominantly been used in the literature mainly due to difficulties associated with the identification and estimation of such a model. Using the scalar component model (SCM) proposed by Athan...
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ژورنال
عنوان ژورنال: Canadian Journal of Economics/Revue canadienne d'économique
سال: 2016
ISSN: 0008-4085,1540-5982
DOI: 10.1111/caje.12200