What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Year of publication: |
2011-04
|
---|---|
Authors: | Mumtaz, Haroon ; Zabczyk, Pawel ; Ellis, Colin |
Institutions: | European Central Bank |
Subject: | Factor Augmented VAR | monetary policy | sign restrictions | timevarying coefficients | transmission mechanism |
-
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Mumtaz, Haroon, (2011)
-
Were Fed’s active monetary policy actions necessary?
Pang, Iris Ai Jao, (2010)
-
Comparisons of different monetary policies in China with yield curve information
Pang, Iris Ai Jao, (2010)
- More ...
-
Mumtaz, Haroon, (2011)
-
What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
Ellis, Colin, (2014)
-
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Mumtaz, Haroon, (2011)
- More ...