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Estimating the Euler equation for output

Fuhrer, Jeffrey C. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001721248

Macro factors and the affine term structure of interest rates

Wu, Tao (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686940

Monetary policy and the slope factor in empirical term structure estimations

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686948

Do measures of monetary policy in a VAR make sense?

Rudebusch, Glenn D. - 1996

Persistent link: https://www.econbiz.de/10000939625

Monetary policy effectiveness in China: evidence from a FAVAR model

Fernald, John; Spiegel, Mark M; Swanson, Eric T. - Federal Reserve Bank of San Francisco - 2014

We use a broad set of Chinese economic indicators and a dynamic factor model framework to estimate Chinese economic activity and inflation as latent variables. We incorporate these latent variables into a factor-augmented vector autoregression (FAVAR) to estimate the effects of Chinese monetary...

Persistent link: https://www.econbiz.de/10010752048