Browsing Produção Intelectual em Bases Externas by Title "Credit shocks and monetary policy in Brazil: a structural FAVAR approach"

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

      Valls Pereira, Pedro Luiz; Fonseca, Marcelo Gonçalves da Silva
      2012-04-25
      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 ...