Monetary policy effectiveness in China : evidence from a FAVAR model
John G. Fernald ; Mark M. Spiegel; Eric T. Swanson
| Year of publication: |
2014
|
|---|---|
| Authors: | Fernald, John G. ; Spiegel, Mark ; Swanson, Eric T. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 49.2014, p. 83-103
|
| Subject: | Measuring China's economy | Dynamic factor model | Factor-augmented VAR | Monetary policy | Geldpolitik | Geldpolitische Transmission | Monetary transmission | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle | Inflation | VAR-Modell | VAR model | Schätzung | Estimation | China | 2000-2013 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | FAVAR = factor-augmented vector autoregression |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465188