Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression

Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:837217867
ISBN-13 :
Rating : 4/5 (67 Downloads)

Book Synopsis Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression by : Lasse Bork

Download or read book Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression written by Lasse Bork and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression Related Books

Estimating U.S. Monetary Policy Shocks Using a Factor-augmented Vector Autoregression
Language: en
Pages:
Authors: Lasse Bork
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Factor Augmented Vector-autoregression with Narrative Identification
Language: en
Pages:
Authors: Giorgia De Nora
Categories:
Type: BOOK - Published: 2021 - Publisher:

DOWNLOAD EBOOK

I extend the Bayesian Factor-Augmented Vector Autoregressive model (FAVAR) to incorporate an identification scheme based on an exogenous variable approach. A Gi
Measuring the Effects of Monetary Policy
Language: en
Pages: 66
Authors: Ben Bernanke
Categories: Monetary policy
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

Classical Time-varying FAVAR Models
Language: en
Pages: 55
Authors: Sandra Eickmeier
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Estimating the Impact, Transmission Mechanism and Reaction Function of Monetary Policy
Language: en
Pages: 362
Authors: Dawit Legesse Senbet
Categories: Monetary policy
Type: BOOK - Published: 2007 - Publisher:

DOWNLOAD EBOOK

This dissertation employs factor-augmented vector autoregressive (FAVAR) models to investigate the impact, transmission mechanism and reaction function of monet