Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
Year of publication: |
2023
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Authors: | De Nora, Giorgia |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 229.2023, p. 1-5
|
Subject: | Monetary policy | Factor-augmented VARs | Information sufficiency | Instrumental variables | Structural VARs | Geldpolitik | VAR-Modell | VAR model | USA | United States | Schock | Shock | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Theorie | Theory |
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