Advanced search
Publication Cover
Applied Economics Letters Volume 24, 2017 - Issue 7
Submit an article Journal homepage
450
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Monetary policy evaluation. A counterfactual analysis based on dynamic factor models

German Lopez BuenacheDepartment of Statistics, Instituto Flores de Lemus, Universidad Carlos III de Madrid, Getafe, SpainCorrespondence[email protected]
View further author information
Pages 460-466 | Published online: 08 Jul 2016

References

  • Aizenman, J., M. Binici, and M. Hutchison. 2014. “The Transmission of Federal Reserve Tapering News to Emerging Financial Markets”. NBER Working Papers 19980.
  • Camacho, M., and G. Perez-Quiros. 2010. “Introducing the Euro-STING: Short Term INdicator of Euro Area Growth.” Journal of Applied Econometrics 25: 663–694. doi:10.1002/jae.1174.
  • Camacho, M., and G. Perez-Quiros. 2011. Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina. CEPAL serie 108. Publicación de las Naciones Unidas, Santiago de Chile, January.
  • Gertler, M., and P. Karadi. 2011. “A Model of Unconventional Monetary Policy.” Journal of Monetary Economics 58 (1): 17–34. doi:10.1016/j.jmoneco.2010.10.004.
  • Joyce, M., D. Miles, A. Scott, and D. Vayanos. 2012. “Quantitative Easing and Unconventional Monetary Policy – An Introduction.” The Economic Journal 122: F271–F288. doi:10.1111/ecoj.2012.122.issue-564.
  • Lutz, C. 2015. “The International Impact of US Unconventional Monetary Policy.” Applied Economics Letters 22: 955–959. doi:10.1080/13504851.2014.990616.
  • Stock, J., and M. Watson. 1991. “A Probability Model of the Coincident Economic Indicators.” In Leading Economic Indicators: New Approaches and Forecasting Records, edited by K. Lahiri and G. Moore. Cambridge: Cambridge University Press.
  • Wu, J. C., and F. D. Xia. 2014. “Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound.” NBER Working Paper 20117.
  • Yellen, J. L. 2015. “The Economic Outlook and Monetary Policy.” Remarks by Chair Board of Governors of the Federal Reserve System at The Economic Club of Washington, Washington, DC, December 2.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.