Transmission of US monetary policy to the world economies. A time varying multi-country factor augmented vector autoregressive approach
In this thesis, I examine the international transmission of US monetary policy shocks across euro area and Asian countries. For this purpose I use a time varying Factor Augmented VAR (FAVAR) model which I estimate by using Bayesian techniques. I first examine all the possible channels through whic...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Thesis |
| Γλώσσα: | Greek |
| Έκδοση: |
2016
|
| Θέματα: | |
| Διαθέσιμο Online: | http://hdl.handle.net/10889/9280 |
