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Keywords: FAVAR model
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Journal Articles
Studies in Economics and Finance (2024) 41 (2): 268–285.
Published: 26 March 2024
... augmented VAR (FAVAR) model developed by Bernanke et al. (2005) to address dimensionality issues in studying the transmission of monetary policy in a data-rich environment. Previous investigations have used a range of metrics to measure the implementation of unconventional monetary policies...

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