A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”*
* This paper is a replication of an original studyAuthor
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: 10.1002/jae.2677
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Other versions of this item:
- Luvsannyam, Davaajargal & Batmunkh, Khuslen, 2018. "A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy”," MPRA Paper 89814, University Library of Munich, Germany.
References listed on IDEAS
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Replication
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JEL classification:
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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