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
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https://www.nber.org/papers/w10220
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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
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美国国家经济研究局创建时间：
2004-01-01
