Heterogeneous effects in the international transmission of the US monetary policy : a factor-augmented VAR perspective
Anastasios Evgenidis, Dionisis Philippas, Costas Siriopoulos
| Year of publication: |
2019
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|---|---|
| Authors: | Evgenidis, Anastasios ; Philippas, Dionisis ; Siriopoulos, Costas |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 5, p. 1549-1579
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| Subject: | Bayesian techniques | Factor-augmented VAR | Monetary policy | Time-varying parameters | Transmission channels | Geldpolitik | VAR-Modell | VAR model | Geldpolitische Transmission | Monetary transmission | USA | United States | Schätzung | Estimation | Konjunkturzusammenhang | Business cycle synchronization | Wirkungsanalyse | Impact assessment | Theorie | Theory | Schock | Shock |