a factor‐augmented vector autoregressive (favar) approach for monetary policy: replication of the empirical results in “measuring the effects of monetary policy” (replication data)

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Luvsannyam, Davaajargal; Batmunkh, Khuslen (2019): A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy” (replication data). Version: 1. Journal of Applied Econometrics. Dataset. https://jda-test.zbw.eu/dataset/a-factoraugmented-vector-autoregressive-favar-approach-for-monetary-policy-replication-of-the-empir?activity_id=5e8eee49-cf2b-4300-a411-8f4998babb2f

Related Publication

Luvsannyam, D. and Batmunkh, K. (2019), A Factor‐Augmented Vector Autoregressive (Favar) Approach For Monetary Policy: Replication Of The Empirical Results In “Measuring The Effects Of Monetary Policy”, Journal of Applied Econometrics, 34(5), 820-821. https://doi.org/10.1002/jae.2677