Bernanke, Boivin, Eliasz(2005) FAVAR
Posted: Thu Nov 07, 2024 10:51 am
bbeqje2005.zip is an attempted replication of the rather large FAVAR model from Bernanke, Boivin & Eliasz (2005), "Measuring the Effects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, vol. 120(1), pages 387-422.
Detailed Description
Detailed Description