Browsing Norges Banks vitenarkiv by Author "Loria, Francesca"
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Has the Fed Responded to House and Stock Prices? : a Time-Varying Analysis
Aastveit, Knut Are; Furlanetto, Francesco; Loria, Francesca (Working Papers;1/2017, Working paper, 2017)In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...