Monetary and financial indicators - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:39:12+00:00Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks
https://www.bankofcanada.ca/1996/07/working-paper-1996-8/
In this paper two shocks are analysed using Canadian data: a money-supply shock ("M-shock") and an interest-rate shock ("R-shock"). Money-supply shocks are derived using long-run restrictions based on long-run propositions of monetary theory. Thus, an M-shock is represented by an orthogonalized innovation in the trend shared by money and prices.1996-07-01T15:41:31+00:00enInterpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks1996-07-01Monetary and financial indicatorsMonetary policy transmissionWorking Paper 1996-8 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-8.pdfInterpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy ShocksMarcel KasumovichJuly 1996EE4E43E5E51Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions
https://www.bankofcanada.ca/1996/03/working-paper-1996-4/
The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models. Since the time series of the Bank's current measure of the overnight rate begins only in 1971, the authors splice it to day loan rate observations to obtain a sufficiently long period of data.1996-03-01T14:59:13+00:00enOvernight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions1996-03-01Economic modelsMonetary and financial indicatorsWorking Paper 1996-4 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-4.pdfOvernight Rate Innovations as a Measure of Monetary Policy Shocks in Vector AutoregressionsWalter EngertBen FungJamie ArmourMarch 1996EE5E52