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Assessing the transmission of monetary policy using dynamic factor models. (2010). Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:27593.

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  1. On Flexible Linear Factor Stochastic Volatility Models. (2015). Malefaki, Valia .
    In: MPRA Paper.
    RePEc:pra:mprapa:62216.

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  2. MONETARY POLICY TRANSMISSION MECHANISM AND DYNAMIC FACTOR MODELS. (2014). Rosoiu, Andreea .
    In: Review of Economic and Business Studies.
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  3. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics. (2012). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-13.

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  4. Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets. (2011). Kabundi, Alain ; Duncan, Andrew.
    In: Working Papers.
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References

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