A New Measure of Monetary Shocks¶

Romer, C. D., & Romer, D. H. (2004). A New Measure of Monetary Shocks: Derivation and Implications. The American Economic Review, 94(4), 1055-1084.

Type: Journal article
Intellectual base: Primary research
Year: 2004
Volume: 94
Issue: 4
Pages: 1055-1084
DOI: 10.1257/0002828042002651
DOI registrant: American Economic Association
Link: https://doi.org/10.1257/0002828042002651
Cited from: economics_finance

Cited by¶

1 citation across 1 artifact.

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Primes¶

Anticipatory Neutralization
- An analyst can reduce anticipation through surprise interventions (the Romer-Romer approach to monetary surprise, surprise inspections, randomised enforcement timing)
  This sourceIdentifies monetary policy surprises (the component not anticipated by agents), the empirical instantiation of using surprise to bypass anticipatory offset.

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