How Long is a Period? Evidence and Theory Using High(er) Frequency Data with an Application to Monetary Policy Shocks

Replaced by

Clémentine Galles, and Franck Portier, “Does the Length of the Period Matter for the Identification and the Modelling of Monetary Policy Shocks?”, CEPR Discussion Paper, n. 4409, 2004.

Reference

Clémentine Galles, and Franck Portier, How Long is a Period? Evidence and Theory Using High(er) Frequency Data with an Application to Monetary Policy Shocks, 2003.