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Showing 1 to 1 of 1 for “"332.46"”.
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Transmission of US monetary policy to the world economies. A time varying multi-country factor augmented vector autoregressive approach
In this thesis, I examine the international transmission of US monetary policy shocks across euro area and Asian countries. For this purpose I use a time varying Factor Augmented VAR (FAVAR) model which I estimate by using Bayesian techniques. I first examine all the possible channels through which …