Has the monetary transmission mechanism in the Euro area changed? - evidence from an inequality-restricted TVP-FAVAR
Andreas Tudyka
| Year of publication: |
2015
|
|---|---|
| Authors: | Tudyka, Andreas |
| Published in: |
Accounting for time-varying and nonlinear relationships in macroeconometric models. - [Vallendar]. - 2015, p. 51-84
|
| Subject: | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Zeit | Time | Volatilität | Volatility | Eurozone | Euro area | Schätzung | Estimation | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Welt | World | 1991-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913320