A factor-augmented vector autoregressive approach to analyze the transmission of monetary policy
Zulfiqar Ali Wagan, Zhang Chen, Hakimzadi Wagan
| Year of publication: |
2019
|
|---|---|
| Authors: | Wagan, Zulfiqar Ali ; Chen, Zhang ; Wagan, Hakimzadi |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 28.2019, 6, p. 709-728
|
| Subject: | monetary policy | FAVAR | VAR | Bayesian methods | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Geldpolitische Transmission | Monetary transmission | Wirkungsanalyse | Impact assessment | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.699 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012158830