A factor-augmented vector autoregressive approach to analyze the transmission of monetary policy
Year of publication: |
2019
|
---|---|
Authors: | Wagan, Zulfiqar Ali ; Chen, Zhang ; Wagan, Hakimzadi |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 28.2019, 6, p. 709-728
|
Subject: | monetary policy | FAVAR | VAR | Bayesian methods | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Bayes-Statistik | Bayesian inference |
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