Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kashif Munir & Abdul Qayyum, 2014.
"Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach,"
Springer, vol. 46(3), pages 843-864, May.
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- Rita Soares, 2013. "Assessing monetary policy in the euro area: a factor-augmented VAR approach," Applied Economics, Taylor & Francis Journals, vol. 45(19), pages 2724-2744, July.
- repec:eee:jbfina:v:86:y:2018:i:c:p:1-20 is not listed on IDEAS
More about this item
KeywordsMonetary policy transmission; FAVAR; VAR; money stock; euro area.;
- 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
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-19 (All new papers)
- NEP-CBA-2009-09-19 (Central Banking)
- NEP-EEC-2009-09-19 (European Economics)
- NEP-MAC-2009-09-19 (Macroeconomics)
- NEP-MON-2009-09-19 (Monetary Economics)
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