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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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Monetary policy in a data-rich environment, and . Journal of Monetary Economics, 50 (3): 525--546 (April 2003)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data, , and . The American Economic Review, 99 (1): pp. 350-384 (2009)Are more data always better for factor analysis?, and . Journal of Econometrics, 132 (1): 169 - 194 (2006)Common Features.Measuring the Effects of Monetary Policy: a Factor Augmented Vector Autoregressive (FAVAR) Approach, , and . Quarterly Journal of Economics, 120 (1): 387-422 (2005)Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data, , and . Working Paper, 12824. National Bureau of Economic Research, (January 2007)Chapter 8 - How Has the Monetary Transmission Mechanism Evolved Over Time?, , and . volume 3 of Handbook of Monetary Economics, Elsevier, (2010)Tree-structured subgroup analysis for censored survival data: Validation of computationally inexpensive model selection criteria., , , , and . Stat. Comput., 15 (3): 231-239 (2005)The interpretation of systematic reviews with meta-analyses: an objective or subjective process?, , , , , , , , , and 2 other author(s). BMC Medical Informatics Decis. Mak., (2008)Demand side management -- The role of the power utility.. Pattern Recognit., 28 (10): 1493-1497 (1995)