Principal components at work : the empirical analysis of monetary policy with large data sets
Year of publication: |
2005
|
---|---|
Authors: | Favero, Carlo A. ; Marcellino, Massimiliano ; Neglia, Francesca |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 5, p. 603-620
|
Subject: | factor model estimation | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Schätzung | Estimation | USA | United States | EU-Staaten | EU countries |
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