MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE
Author:
Affiliation:
1. School of Economics, Singapore Management University, 90 Stamford Road, Singapore 178903, Singapore
2. Nanyang Technological University, Singapore
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Economics and Econometrics,Finance,Business and International Management
Link
https://www.worldscientific.com/doi/pdf/10.1142/S2010495209500043
Reference22 articles.
1. Electronics and growth cycles in Singapore
2. Determining the Number of Factors in Approximate Factor Models
3. Determining the Number of Primitive Shocks in Factor Models
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