
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
Author(s) -
Ben Bernanke,
Jean Boivin,
Piotr Eliasz
Publication year - 2004
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10220
Subject(s) - autoregressive model , econometrics , computer science , economics