Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Year of publication: |
August 2016
|
---|---|
Authors: | Marcellino, Massimiliano ; Sivec, Vasja |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 335-348
|
Subject: | Structural FAVAR | Temporal aggregation | Mixed frequency data | Identification | Estimation | Impulse response function | Theorie | Theory | VAR-Modell | VAR model | Schock | Shock | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Faktorenanalyse | Factor analysis | Aggregation | Schätzung |
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