Money and monetary policy transmissionin the euro area:evidence from FAVAR- and VAR approaches
Year of publication: |
2009-07-17
|
---|---|
Authors: | Blaes, Barno |
Institutions: | Volkswirtschaftliches Forschungszentrum <Frankfurt, Main> |
Subject: | Geldpolitik | Transmissionsmechanismus | transmission mechanism | Geldmenge |
- 1 Introduction
- 2 FAVAR Model
- 2.1 Model Framework
- 2.2 Empirical Implementation
- 3 Data
- 4 Estimation Results
- 4.1 Results of the FAVAR Model
- 4.2 Results of the VAR Model
- 5 Conclusion
- Appendix 1: Specification of the VAR Model
- Appendix 2: Data Transformation
- References
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Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
Blaes, Barno, (2009)
-
Money and monetary policy transmission in the euro area : evidence from FAVAR- and VAR approaches
Blaes, Barno, (2009)
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Money and Monetary Policy Transmission in the Euro Area : Evidence from Favar- and VAR Approaches
Blaes, Barno, (2016)
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