The author is grateful to John Geweke, Gary Koop, John Maheu, Simon Potter for helpful discussions, and seminar participants at the Rimini Center for Economic Analysis, Banca d'Italia and Université Catholique Louvain for helpful discussions and comments. Comments from the Editor and two anonymous referees have helped to substantially improve this article, for which I am grateful.
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models*
Article first published online: 2 JAN 2012
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 2, pages 157–179, April 2013
How to Cite
Korobilis, D. (2013), Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models. Oxford Bulletin of Economics and Statistics, 75: 157–179. doi: 10.1111/j.1468-0084.2011.00687.x
- Issue published online: 4 MAR 2013
- Article first published online: 2 JAN 2012
- Final Manuscript Received: October 2011
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