Finance and Economics Discussion Series: Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (Favar) Approach

by Ben S. Bernanke

Structural vector autoregressions (VARs) are widely used to trace out the effect of monetary policy innovations on the economy. However, the sparse information sets typically used in these empirical... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288713436
• ISBN13: 9781288713431
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 52 Pages
• Weight: 0.24 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"