Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility

Michel Normandin () and Louis Phaneuf

Journal of Monetary Economics, 2004, vol. 51, issue 6, 1217-1243

Date: 2004
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Working Paper: Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility (2003)
Working Paper: Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:moneco:v:51:y:2004:i:6:p:1217-1243

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