Monetary transmission mechanism in Taiwan- Application of FAVECM model.
碩士 === 國立中山大學 === 經濟學研究所 === 98 === This study discusses the monetary policy transmission mechanism in the different channels. The analysis is conducted using generalized impulse response functions derived from a factor-augmented vector error correction (FAVECM) model. The FAVECM methodology as deve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80950272649931229713 |