The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-019-01759-5.pdf
Reference40 articles.
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3. Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70:191–221
4. Belviso F, Milani F (2006) Structural factor-augmented VARs (SFAVARs) and the effects of monetary policy. Top Macroecon 6(2):1–46
5. Bernanke B, Blinder A (1988) Credit, money, and aggregate demand. Am Econ Rev 78:435–439
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