Assessing monetary policy in the euro area : a factor-augmented VAR approach
Rita Soares
| Year of publication: |
2013
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|---|---|
| Authors: | Soares, Rita |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 19/21, p. 2724-2744
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| Subject: | factor models | European Monetary Union | monetary policy shock | vector autoregressions | factor-augmented vector autoregressions | impulse-response functions | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schätzung | Estimation | Eurozone | Euro area | EU-Staaten | EU countries | Schock | Shock | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010189359