A regularized structural factor-augmented vector autoregressive model

Maurizio Daniele, Julie Schnaitmann

Year of publication:	July 2019
Authors:	Daniele, Maurizio ; Schnaitmann, Julie
Publisher:	Konstanz : GSDS – Graduate School of Decision Sciences, University of Konstanz
Subject:	Factor-augmented VAR model \| SVAR \| L1-regularization \| Monetary policy shock \| VAR-Modell \| VAR model \| Geldpolitik \| Monetary policy \| Schock \| Shock \| Schätzung \| Estimation \| Geldpolitische Transmission \| Monetary transmission \| Wirkungsanalyse \| Impact assessment \| Theorie \| Theory

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