Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks

Keyphrases

• Monetary Policy Shocks 100%
• Sign Restrictions 100%
• High Dimension 40%
• Structural Identification 40%
• Factor Model 20%
• Two Dimensional 20%
• Impulse Response 20%
• Conventional Wisdom 20%
• Large Set 20%
• Identification Strategy 20%
• US Economy 20%
• Recursive Identification 20%
• FAVAR 20%
• Factor-augmented Vector Autoregression 20%
• Point Identification 20%
• Bayesian Factor 20%

Economics, Econometrics and Finance

• Bayesian 100%
• Monetary Policy 100%
• Autoregression 50%
• Factor Model 50%

Medicine and Dentistry

• Shock (Circulatory) 100%