Working Paper

Regional VARs and the channels of monetary policy


Abstract: We find that the magnitudes of the regional effects of monetary policy were considerably dampened during the Volcker-Greenspan era. Further, regional differences in the depths of monetary-policy-induced recessions are related to the concentration of the banking sector, whereas differences in the total cost of these recessions are related to industry mix.

https://doi.org/10.20955/wp.2006.002

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Provider: Federal Reserve Bank of St. Louis

Part of Series: Working Papers

Publication Date: 2006

Number: 2006-002