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Tesi etd-06272011-152923


Thesis type
Tesi di laurea specialistica
Author
ABBATE, ANGELA
URN
etd-06272011-152923
Title
An analysis of the monetary policy transmission mechanism in the United States using structural dynamic factor models
Struttura
ECONOMIA
Corso di studi
SCIENZE ECONOMICHE
Commissione
relatore Dott. Bianchi, Carlo Luigi
Parole chiave
  • modelli a fattori
  • econometria
  • politica monetaria
Data inizio appello
14/07/2011;
Consultabilità
completa
Riassunto analitico
With this project we propose to analyse the monetary policy transmission mechanism in the<br>United States using structural dynamic factor models. More precisely, we would like to investigate<br>the impact that policy has on financial and monetary aggregates in order to find evidence<br>of the existence of a broad credit channel, thought as an amplification factor of the more traditional<br>interest-rate and exchange-rate channels through which monetary policy is assumed to<br>affect the real economy.
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