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- W2249959791 abstract "This paper discusses the purposes and limits of structural VAR modeling. It explains the choices that modelers have to make at different stages of the procedure. An illustration is provided by an analysis of monetary policy shocks in France over the 1972 : 1-1995 : 2. Compared with previous studies of this country, the main finding is the statistically significant effect of monetary policy on economic activity and inflation. This is found by introducing an additional variable that measures budget policy. The article shows that structural VARs can be used to analyse the 1993 recession." @default.
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- W2249959791 date "1998-01-01" @default.
- W2249959791 modified "2023-10-02" @default.
- W2249959791 title "Structural VAR Modeling: Application to France's Monetary Policy (In French)" @default.
- W2249959791 doi "https://doi.org/10.2139/ssrn.1734672" @default.
- W2249959791 hasPublicationYear "1998" @default.
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