Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

Authors

Format: Journal Article

Publication Date: February 1, 2005

Journal: Quarterly Journal of Economics

Full Citation

. “Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach.”

Quarterly Journal of Economics

vol. 120, (February 01, 2005): 387-422.