Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Piotr Eliasz
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*
Quarterly Journal of Economics
Economics
Econometrics
Related publications
The Effect of Defense Spending on Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
Defence and Peace Economics
Economics
Econometrics
Social Sciences
Monetary Policy Effectiveness in China: Evidence From a FAVAR Model
Journal of International Money and Finance
Economics
Econometrics
Finance
Monetary Policy and Exchange Rate: Effects on Disaggregated Prices in a FAVAR Model for Brazil
Brazilian Review of Econometrics
Estimating Point and Density Forecasts for the US Economy With a Factor-Augmented Vector Autoregressive DSGE Model
Studies in Nonlinear Dynamics and Econometrics
Economics
Social Sciences
Analysis
Econometrics
Forecasting With Global Vector Autoregressive Models: A Bayesian Approach
Journal of Applied Econometrics
Economics
Econometrics
Social Sciences
Finite Sample Effects in Vector Autoregressive Modeling
IEEE Transactions on Instrumentation and Measurement
Electronic Engineering
Electrical
Instrumentation
Measuring Monetary Policy Shocks in a Small Open Economy
Economic Notes
Economics
Econometrics
A Wavelet Approach for Factor-Augmented Forecasting
Journal of Forecasting
Statistics
Probability
Uncertainty
Simulation
Management Science
Computer Science Applications
Management
Modeling
Strategy
Operations Research
International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach
