Bernanke, Boivin, and Eliasz (2005)

Source: R/datasets.R

Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

bbe2005

Format

An object of class tbl_df (inherits from tbl, data.frame) with 511 rows and 121 columns.

References

[1] B. S. Bernanke, J. Boivin, and P. Eliasz. 'Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach'. In: _The Quarterly Journal of Economics_ 120.1 (Feb. 2005), pp. 387-422. DOI: 10.1162/0033553053327452. <URL: https://doi.org/10.1162