Estimating US monetary policy shocks using factor-augmented vector autoregression: an EM algorithm approach
Lasse Bork
| Year of publication: |
2009
|
|---|---|
| Authors: | Bork, Lasse |
| Publisher: |
Aarhus : Aarhus School of Business, Finance Research Group |
| Subject: | Geldpolitik | Monetary policy | Schock | Shock | VAR-Modell | VAR model | Schätzung | Estimation | USA | United States |
| Extent: | Online-Ressource (PDF-Datei: 68 S., 630 KB) graph. Darst. |
|---|---|
| Series: | Working papers / Finance Research Group, Department of Business Studies. - Aarhus : Aarhus School of Business, ZDB-ID 2468211-1. - Vol. F-2009,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| ISBN: | 978-87-7882-437-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003854337