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Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-

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  • Dimitris Korobilis

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File URL: http://hdl.handle.net/10.1111/10.1111/obes.2013.75.issue-2
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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics and Statistics.

Volume (Year): 75 (2013)
Issue (Month): 2 (04)
Pages: 157-179

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Handle: RePEc:bla:obuest:v:75:y:2013:i:2:p:157-179

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Cited by:
  1. Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  2. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank, Research Centre.
  3. Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages A49.
  4. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
  5. Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W., 2013. "Consistent factor estimation in dynamic factor models with structural instability," Journal of Econometrics, Elsevier, vol. 177(2), pages 289-304.
  6. Iulian Vasile POPESCU, 2014. "Global financial crisis-driven mutations affecting the transmission mechanism customized to monetary policy strategies. A VAR, SVAR and BVAR approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(591)), pages 35-66, February.
  7. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
  8. Marie-Louise Djigbenou, 2014. "Determinants of Global Liquidity Dynamics:a FAVAR approach," Working Papers hal-00956314, HAL.
  9. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.

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