Language selection

Government of Canada / Gouvernement du Canada

Search

Overnight rate innovations as a measure of monetary policy shock in vector autoregressions / by Jamie Armour et al.: FB3-2/96-4E

The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.612914&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleOvernight rate innovations as a measure of monetary policy shock in vector autoregressions / by Jamie Armour et al.
Series title
  • Working paper 1192-5434 96-4
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[English]
Note(s)
  • "The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models."--Abstract.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 1996.
BindingSoftcover
Descriptioniv, 55p. : graphs, references ; 28 cm.
ISBN0-662-24296-3
ISSN1192-5434
Catalogue number
  • FB3-2/96-4E
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: