EconPapers    
Economics at your fingertips  
 

Forward-looking information in VAR models and the price puzzle

Sophocles Brissimis and Nicholas S. Magginas

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

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (45)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-3932(06)00068-7
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Forward-Looking Information in VAR Models and the Price Puzzle (2004) Downloads
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: https://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 currently edited by R. G. King and C. I. Plosser

More articles in Journal of Monetary Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:moneco:v:53:y:2006:i:6:p:1225-1234