Journal of Applied Econometrics Data Archive

Davaajargal Luvsannyam and Khuslen Batmunkh, "A Factor Augmented Vector Autoregressive (FAVAR) Approach for Monetary Policy: Replication of the Empirical Results in 'Measuring the Effects of Monetary Policy'", Journal of Applied Econometrics, Vol. 34, No. 5, 2019, pp. 820-821.

• Readme file
• lb-appendix.pdf
• lb-files.zip

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