How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland
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- Mariusz Kapuściński, 2017. "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," NBP Working Papers 273, Narodowy Bank Polski.
References listed on IDEAS
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More about this item
Keywords
factor analysis; vector autoregressions; factor-augmented vector autoregressions; high- -frequency identification; monetary transmission mechanism;All these keywords.
JEL classification:
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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