Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models*

Published 2012 View Full Article

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Title
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models*
Authors
Keywords
-
Journal
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
Volume 75, Issue 2, Pages 157-179
Publisher
Wiley
Online
2012-01-03
DOI
10.1111/j.1468-0084.2011.00687.x
References
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