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What Lies Beneath? A Time-varying Favar Model for the UK Transmission Mechanism

Bibliographic Data

ID9712043
AuthorsColin Ellis (0000-0002-2908-5269, University of Birmingham and Moody's), Haroon Mumtaz (0000-0002-4761-7767, Queen Mary University of London), Pawel Zabczyk (Centre for Central Banking Studies, Bank of England and Centre for Macroeconomics)
Year2014
Volume124
Issue576
Pages668-699
Publication date2014-05-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.1111/ecoj.12147
OpenAlexW2016832053
LanguageEN
Citations received10
References cited45

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Bond · Econometrics · Economics · Equity (law · Exchange rate · Inflation (cosmology · Mechanism (biology · Monetary economics · Monetary policy · Point (geometry · Transmission (telecommunications · Vector autoregression · Computer Science · Finance · Housing Market and Economics · Market Dynamics and Volatility · Monetary Policy and Economic Impact

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Unique citing works10
Citations per year1,67
Citation span2020 - 2026 (7)
Citation velocitycurrent
Highly citedNo
Citation typesNeutral: 10

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