A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy” (JAE 2019)

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(Federal Reserve Economic Database (FRED))
 
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|aread=1 - accessible on journal website
 
|aread=1 - accessible on journal website
 
|amethods=Vector autoregression (VAR)
 
|amethods=Vector autoregression (VAR)
|adataused=FRED, monthly, Jan 1959-August 2001
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|adataused=Federal Reserve Economic Database (FRED), monthly, Jan 1959-August 2001
 
|aorigin=USA
 
|aorigin=USA
 
|asoftware=EViews
 
|asoftware=EViews

Latest revision as of 10:59, 16 September 2019



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Davaajargal Luvsannyam, Khuslen Batmunkh A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy” JAE 2019 5 820-1 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Vector autoregression (VAR) - Federal Reserve Economic Database (FRED), monthly, Jan 1959-August 2001 USA EViews

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Ben S. Bernanke, Jean Boivin, Piotr Eliasz Measuring The Effects Of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach QJE 2005 1 387-422 - - - - - - -

References

DOI: 10.1002/jae.2677 IDEAS: a/wly/japmet/v34y2019i5p820-821.html EconPapers: RePEc:wly:japmet:v:34:y:2019:i:5:p:820-821


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