Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Fonseca, Marcelo Gonçalves da Silva"

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    • Credit shocks and monetary policy in Brazil: a structural FAVAR approach 

      Fonseca, Marcelo Gonçalves da Silva; Pereira, Pedro L. Valls
      2014-05-05
      This paper investigates the implications of the credit channel of the monetary policy transmission mechanism in the case of Brazil, using a structural FAVAR (SFAVAR) approach. The term structural comes from the estimation ...