Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
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Economic Journal, Royal Economic Society, vol. 0(576), pages 668-699, May.
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"The global component of inflation volatility,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
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More about this item
Keywords
FAVAR; time-varying parameters; monetary transmission;All these keywords.
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-11-06 (Central Banking)
- NEP-MAC-2010-11-06 (Macroeconomics)
- NEP-MON-2010-11-06 (Monetary Economics)
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