This paper disentangles fluctuations in disaggregated prices due to macroeconomic and sectoral conditions using a factor-augmented vector autoregression estimated on a large data set. On the basis of
The threat to monetary policy from the electronic revolution in banking is the possibility of a decoupling' of the operations of the central bank from markets in which financial claims are created and
Данные, используемые для эконометрического исследования в магистерской диссертации Смирнова Степана "Анализ влияния денежно-кредитной политики Банка России на динамику кредитных спредов российских кор