@data{jae.2022319.0709569429, author = {Favero, Carlo A. and Marcellino, Massimiliano and Neglia, Francesca}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {principal-components-at-work-the-empirical-analysis-of-monetary-policy-with-large-data-sets}, year = {2005}, version = {1}, url = {https://journaldata.zbw.eu/dataset/principal-components-at-work-the-empirical-analysis-of-monetary-policy-with-large-data-sets}, doi = "10.15456/jae.2022319.0709569429" }