Forward-looking information in VAR models and the price puzzle

Sophocles N. Brissimis () and Nicholas S. Magginas

Journal of Monetary Economics, 2006, vol. 53, issue 6, pages 1225-1234

Date: 2006
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VBW ... 4a4fb76f674416eaf351
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Forward-Looking Information in VAR Models and the Price Puzzle (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:moneco:v:53:y:2006:i:6:p:1225-1234

Access Statistics for this article

Journal of Monetary Economics is edited by R. G. King and C. I. Plosser

More articles in Journal of Monetary Economics from Elsevier
Series data maintained by Heidi Boesdal ().