Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Year of publication: |
2013
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Authors: | Korobilis, Dimitris |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 75.2013, 2, p. 157-179
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Subject: | Geldpolitik | Monetary policy | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis |
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