Factor augmented vector-autoregression with narrative identification : an application to monetary policy in the US
Year of publication: |
[2021]
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Authors: | De Nora, Giorgia |
Publisher: |
London : School of Economics and Finance, Queen Mary University of London |
Subject: | information sufficiency | factor-augmented VARs | instrumental variables | monetary policy | structural VARs | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | USA | United States | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
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Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2666392-2. - Vol. no. 934 (December 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/260504 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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