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Sophocles N. Brissimis

Economist · University of Piraeus and Bank of Greece

Economist at the University of Piraeus Department of Economics and the Bank of Greece. Works on monetary policy transmission, the bank lending channel, bank market power and the current account.

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Published Classic Journal of Monetary Economics Published Sep 2006

Forward-looking information in VAR models and the price puzzle

Sophocles N. Brissimis · Nicholas S. Magginas

This 2006 Journal of Monetary Economics paper by Sophocles Brissimis and Nicholas Magginas asks whether augmenting a standard monetary VAR with forward-looking information can resolve the "price …

Structural Var Monetary Policy Shocks