A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”

Davaajargal Luvsannyam and Khuslen Batmunkh ()

Journal of Applied Econometrics, 2019, vol. 34, issue 5, 820-821

Date: 2019
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https://doi.org/10.1002/jae.2677

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Working Paper: A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy” (2018)
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