Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Journal of Central Banking Theory and Practice
Volume 5 (2016): Issue 2 (May 2016)
Open Access
Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach
Dawit Senbet
Dawit Senbet
| May 20, 2016
Journal of Central Banking Theory and Practice
Volume 5 (2016): Issue 2 (May 2016)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
May 20, 2016
Page range:
5 - 40
Received:
Jan 25, 2016
Accepted:
Feb 12, 2016
DOI:
https://doi.org/10.1515/jcbtp-2016-0009
Keywords
Monetary policy
,
Credit channel
,
Interest rate channel
,
Dynamic factors
,
VAR
,
FAVAR
,
Impulse response functions
© 2016 Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Dawit Senbet
University of Northern Colorado, Department of Economics