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

被引：0

作者：

Luvsannyam, Davaajargal ^{[1
]}

Batmunkh, Khuslen ^{[1
]}

机构：

[1] Bank Mongolia, Res Div, Baga Toiruu 3, Ulaanbaatar 15160 46, Mongolia

来源：

JOURNAL OF APPLIED ECONOMETRICS | 2019年 / 34卷 / 05期

关键词：

D O I：

10.1002/jae.2677

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：820 / 821

页数：2

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