Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective

Anastasios Evgenidis, Dionisis Philippas, Costas Siriopoulos

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1549-1579
Number of pages31
JournalEmpirical Economics
Volume56
Issue number5
Early online date14 Jun 2018
DOIs
Publication statusPublished - 15 May 2019
Externally publishedYes

Keywords

  • Bayesian techniques
  • Factor-augmented VAR
  • Monetary policy
  • Time-varying parameters
  • Transmission channels

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