Search Results - subject:"structural factor model"

The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach

Forni, Mario; Gambetti, Luca - C.E.P.R. Discussion Papers - 2008

We use the structural factor model proposed by Forni, Giannone, Lippi and Reichlin (2007) to study the effects of … the structural factor model is a promising tool for applied macroeconomics. …

Persistent link: https://www.econbiz.de/10005662372

The dynamic eects of monetary policy: A structural factor model approach

Forni, Mario; Gambetti, Luca - Dipartimento di Economia "Marco Biagi", Università … - 2008

We use the structural factor model proposed by Forni, Giannone, Lippi and Reichlin (2007) to study the effects of … the structural factor model is a promising tool for applied macroeconomics. …

Persistent link: https://www.econbiz.de/10005181829

Monetary Policy and the Housing Market: A Structural Factor Analysis

LUCIANI, Matteo - Dipartimento del Tesoro, Ministero dell'Economia e …

This paper estimates a Structural Dynamic Factor Model on a panel of 102 US quarterly series. We model economic comovements by means of five underlying structural shocks (oil price, productivity, aggregate demand, monetary policy, and housing demand). The results of the benchmark model (impulse...

Persistent link: https://www.econbiz.de/10008682849