An Analysis Of Monetary Policy Shocks In Japan: A Factor Augmented Vector Autoregressive Approach
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- James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
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"Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s,"
University of Manchester, vol. 84(6), pages 795-810, December.
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"Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach,"
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- Takao Fujii & Kazuki Hiraga & Masafumi Kozuka, 2012. "Analyses of Public Investment Shock in Japan: Factor Augmented Vector Autoregressive Approach," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-006, Keio/Kyoto Joint Global COE Program.
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