Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
收藏NBER2004-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10220
下载链接
链接失效反馈官方服务：
资源简介：
Structural vector autoregressions (VARs) are widely used to trace out the effect of monetary policy innovations on the economy. However, the sparse information sets typically used in these empirical models lead to at least two potential problems with the results. First, to the extent that central
提供机构：
美国国家经济研究局
创建时间：
2004-01-01
