2011•SSRN Electronic JournalOpen access

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism

Haroon Mumtaz, Pawel Zabczyk, Colin Ellis

Open full text 13 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 13 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Economics, Monetary policy, Monetary economics, Volatility (finance), Impulse response, Inflation (cosmology), Demand shock, Asset (computer security)

Back to paper search Browse research topics Original source

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism — Research Paper | ScholarLens