The impact of the global business cycle on small open economies: A FAVAR approach for Canada

Author:

Vasishtha Garima,Maier Philipp

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. The federal funds rate and the channels of monetary transmission;Bernanke;American Economic Review,1992

2. Measuring the effects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach;Bernanke;Quarterly Journal of Economics,2005

3. Boivin, J., & Giannoni, M. (2008). Global forces and monetary policy effectiveness. NBER working paper 13736.

4. Innovation accounting for the impact of fluctuations in U.S. variables on the Canadian economy;Burbidge;The Canadian Journal of Economics,1985

5. Cayen, J.-P., Coletti, D., Lalonde, R., & Maier, P. (2010). What drives exchange rates? New evidence from a panel of U.S. dollar bilateral exchange rates. Bank of Canada working paper 2010-5.

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