Factor-augmented vector autoregression with narrative identification. An application to monetary policy in the US (Q6093743)
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scientific article; zbMATH DE number 7736511
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| English | Factor-augmented vector autoregression with narrative identification. An application to monetary policy in the US |
scientific article; zbMATH DE number 7736511 |
Statements
Factor-augmented vector autoregression with narrative identification. An application to monetary policy in the US (English)
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12 September 2023
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information sufficiency
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factor-augmented VARs
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instrumental variables
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monetary policy
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structural VARs
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0.780914306640625
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0.7480276226997375
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0.7372382879257202
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0.7340644001960754
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0.7243269085884094
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