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Assessing monetary policy in the euro area: a factor-augmented VAR approach
16 references·3 citing·25 second hop
Assessing monetary policy in the euro area: a factor-augmented VAR approach (2012)Assessing monetary policy in the euro are…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Forecasting inflation (1999)Forecasting inflationChapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Latent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Consumer confidence and economic activity: a factor augmented VAR approach (2016)Consumer confidence and econo…Euro area monetary policy transmission in Estonia (2014)Euro area monetary policy tra…Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach (2013)Measuring the effects of mone…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Unit Roots: A Monte Carlo Investigation (1989)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)The Science of Monetary Policy: A New Keynesian Perspective (1999)
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References

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  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 2003Monetary policy in a data-rich environment

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702 cited
  • 1978Latent Variables in Socio-Economic Models.616 cited
  • Cited by

    • 2014Euro area monetary policy transmission in Estonia32 cited
    • 2016Consumer confidence and economic activity: a factor augmented VAR approach29 cited
    • 2013Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach15 cited