International transmission of Japanese monetary shocks under low and negative interest rates: A global factor‐augmented vector autoregressive approach

Publisher： John Wiley & Sons Inc

E-ISSN： 1468-0106|23|1|51-66

ISSN： 1361-374x

Source： PACIFIC ECONOMIC REVIEW, Vol.23, Iss.1, 2018-02, pp. : 51-66

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach

By Munir Kashif   Qayyum Abdul  

Empirical Economics, Vol. 46, Iss. 3, 2014-05 ,pp. : 843-864

Springer Publishing Company

Access to resources Recommend Favorite

The effect of monetary policy on housing: a factor-augmented vector autoregression (FAVAR) approach

By Vargas-Silva Carlos  

Applied Economics Letters, Vol. 15, Iss. 10, 2008-08 ,pp. : 749-752

Routledge Ltd

Access to resources Recommend Favorite

Assessing monetary policy in the euro area: a factor-augmented VAR approach

By Soares Rita  

Applied Economics, Vol. 45, Iss. 19, 2013-07 ,pp. : 2724-2744

Routledge Ltd

Access to resources Recommend Favorite

A structural factor-augmented vector error correction (SFAVEC) model approach: an application to the UK

By Lagana Gianluca  

Applied Economics Letters, Vol. 16, Iss. 17, 2009-11 ,pp. : 1751-1756

Routledge Ltd

Access to resources Recommend Favorite

Are there asymmetries in the response of bank interest rates to monetary shocks?

By Gambacorta Leonardo   Iannotti S.  

Applied Economics, Vol. 39, Iss. 19, 2007-10 ,pp. : 2503-2517

Routledge Ltd

Access to resources Recommend Favorite