Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach
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Cited by:
- Abdelkader Aguir, 2018. "Central Bank Credibility, Independence, and Monetary Policy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(3), pages 91-110.
- Petrovska Magdalena & Tonovska Jasna & Nikolov Miso & Sulejmani Artan, 2022. "Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 67-82, December.
- Siahaan, Andysah Putera Utama & , Rusiadi & Nasution, Muhammad Dharma Tuah Putra & Aryza, Solly, 2018. "Dependence of Poverty Dependence on Indonesian Economic Fundamentals," INA-Rxiv rntey, Center for Open Science.
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Keywords
Monetary policy; Credit channel; Interest rate channel; Dynamic factors; VAR; FAVAR; Impulse response functions.;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
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