Factor-augmented VAR analysis of the monetary policy in China
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DOI: 10.1016/j.chieco.2013.03.001
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More about this item
Keywords
Factor model; Principal components; VAR; Monetary policy;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
Statistics
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