The transmission of international shocks; A factor-augmented VAR Approach

Journal

Journal of Money, Credit, and Banking

Subject

Economics

Publishing details

Journal of Money, Credit, and Banking 2009 Vol 41:s1 p 71-100 Supplement

Authors / Editors

Mumtaz H; Surico P

Biographies

Surico P

Publication Year

2009

Keywords

International transmission; FAVAR; Open economy anomalies; Large information; Identification