Overnight rate innovations as a measure of monetary policy shocks in vector autoregressions
By: by Jamie Armour, Wlater Engert, and Ben S.C. Fung.
Contributors: Engert, Walter.; Fung, Ben S. C.; Bank of Canada.
Series: Working paper -- 96-4; Working paper (Bank of Canada) -- 96-4
Publisher: Bank of Canada
Published: 1996
Place of publication: Ottawa
Language: eng
Number of pages: 55
Notes: Abstract in English and French.

Includes bibliography: p. 53-55.

AYB-1347