Sistema ETD

banca dati delle tesi e dissertazioni accademiche elettroniche

 

Tesi etd-06272011-152923


Tipo di tesi
Tesi di laurea specialistica
Autore
ABBATE, ANGELA
URN
etd-06272011-152923
Titolo
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;
Disponibilità
completa
Riassunto analitico
With this project we propose to analyse the monetary policy transmission mechanism in the
United States using structural dynamic factor models. More precisely, we would like to investigate
the impact that policy has on financial and monetary aggregates in order to find evidence
of the existence of a broad credit channel, thought as an amplification factor of the more traditional
interest-rate and exchange-rate channels through which monetary policy is assumed to
affect the real economy.
File