a factor‐augmented vector autoregressive (favar) approach for monetary policy: replication of the empirical results in “measuring the effects of monetary policy” (replication data)
Data and Resources
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readme.dlkb.txt
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lb-appendix.pdf
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bbedata.csv
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bbedata.xlsx
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figure_1.prg
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figure_2_3_tab1.prg
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figure_4_5.prg
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vname1.txt
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vname_.txt
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vname.txt
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yxirlabel0.txt
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yxirlabel.txt
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