https://open.uni-marburg.de/entities/item/36ea0184-0962-4302-a20b-95ce725421c5
Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework
This paper formally proves that Rigobon and Sack (2004)'s approach of identifying monetary policy shocks through heteroscedasticity can be extended to a...
in aidentificationheteroscedasticitymulticountrymultimarket