Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
Year of publication: |
2011
|
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Authors: | Korobilis, Dimitris |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Geldpolitik | Monetary policy | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Faktorenanalyse | Factor analysis | Schätzung | Estimation | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 24, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1461152 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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