摘要 : Using factor-augmented vector autoregressive (FAVAR) models, this study examines the effects of the Central Bank of Russia's (CBR) monetary policy on economic indicators. The sample includes 39 monthly macroeconomic series and cov... 展开
作者 | Ono~ Shigeki |
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作者单位 | |
期刊名称 | 《Economic systems》 |
页码/总页数 | 100904.1-100904.18 / 18 |
语种 | 英语 |
关键词 | Monetary policy FAVAR Russia Impulse responses |
DOI | 10.1016/j.ecosys.2021.100904 |
馆藏号 | F-446 |