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Measuring the Effects of Monetary Policy: a Factor Augmented Vector Autoregressive (FAVAR) Approach

, , and . Quarterly Journal of Economics, 120 (1): 387-422 (2005)

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The financial accelerator in a quantitative business cycle framework, , and . volume 1, Part C of Handbook of Macroeconomics, Elsevier, (1999)Monetary policy in a data-rich environment, and . Journal of Monetary Economics, 50 (3): 525--546 (April 2003)Inside the black box, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1995)Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries, and . Journal of Political Economy, 99 (3): 439 (Jan 1, 1991)doi: 10.1086/261761.Measuring the Effects of Monetary Policy: a Factor Augmented Vector Autoregressive (FAVAR) Approach, , and . Quarterly Journal of Economics, 120 (1): 387-422 (2005)Principles of microeconomics, and . McGraw-Hill/Irwin, Boston, Mass. u.a., 3. ed., internat. ed. edition, (2007)What does the Bundesbank target?, and . European Economic Review, 41 (6): 1025--1053 (June 1997)Systematic Monetary Policy and the Effects of Oil Price Shocks, , , , and . Brookings Papers on Economic Activity, 1997 (1): 91-157 (1997)The macroeconomics of the great depression. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)The world on a cross of gold : A review of `golden fetters: The gold standard and the great depression, 1919-1939'. Journal of Monetary Economics, 31 (2): 251--267 (April 1993)