Term structures and firm dynamics: A FAVAR approach

Author:

Su Li,Zhu Jingjing

Funder

National Office for Philosophy and Social Sciences

National Planning Office of Philosophy and Social Sciences

Publisher

Elsevier BV

Reference35 articles.

1. The signaling role of policy actions;Baeriswyl;J. Monetary Econ.,2010

2. Why do US firms hold so much more cash than they used to?;Bates;J. Finance,2009

3. Firm entry and financial shocks;Bergin;Econom. J.,2018

4. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach;Bernanke;Q. J. Econ.,2005

5. Monetary policy regimes and the term structure of interest rates;Bikbov;J. Econometrics,2013

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