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
-
readme.dlkb.txt
TXT
Downloads: 16
-
lb-appendix.pdf
PDF
Downloads: 15
-
bbedata.csv
CSV
Downloads: 17
-
bbedata.xlsx
XLSX
Downloads: 15
-
figure_1.prg
prg
Downloads: 16
-
figure_2_3_tab1.prg
prg
Downloads: 15
-
figure_4_5.prg
prg
Downloads: 17
-
vname1.txt
TXT
Downloads: 16
-
vname_.txt
TXT
Downloads: 14
-
vname.txt
TXT
Downloads: 13
-
yxirlabel0.txt
TXT
Downloads: 14
-
yxirlabel.txt
TXT
Downloads: 14