Measuring the channels of monetary policy transmission : a factor-augmented vector autoregressive (FAVAR) approach
Dawit Senbet
| Year of publication: |
May 2016
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|---|---|
| Authors: | Senbet, Dawit |
| Published in: |
Journal of central banking theory and practice. - Podgorica, ISSN 1800-9581, ZDB-ID 2673361-4. - Vol. 5.2016, 2, p. 5-40
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| Subject: | Monetary policy | Credit channel | Interest rate channel | Dynamic factors | VAR | FAVAR | Impulse response functions | Geldpolitische Transmission | Monetary transmission | Geldpolitik | VAR-Modell | VAR model | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Zins | Interest rate | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jcbtp-2016-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011570080