Structural factor-augmented VARs (SFAVARs) and the effects of monetary policy

Topics in Macroeconomics

Volumn 6, Issue 3, 2006, Pages

  Belviso, Francesco ^a   Milani, Fabio ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Dynamic factors; Monetary policy; Structural FAVAR; VAR

Indexed keywords

EID: 33846578837     PISSN: None     EISSN: 15345998     Source Type: Journal    
DOI: 10.2202/1534-5998.1443     Document Type: Article

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