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 : Queen Mary University of London, School of Economics and Finance |
Subject: | information sufficiency | factor-augmented VARs | instrumental variables | monetary policy | structural VARs |
Series: | Working Paper ; 934 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1786357720 [GVK] hdl:10419/260504 [Handle] RePEc:qmw:qmwecw:934 [RePEc] |
Source: |
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De Nora, Giorgia, (2021)
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De Nora, Giorgia, (2023)
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Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy
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