Structural analysis with Multivariate Autoregressive Index models
Year of publication: |
June 2016
|
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Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 332-348
|
Subject: | Large datasets | Multivariate Autoregressive Index models | Reduced rank regressions | Bayesian VARs | Factor models | Forecasting | Structural analysis | Theorie | Theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Multivariate Analyse | Multivariate analysis | Prognoseverfahren | Forecasting model | Index | Index number | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis |
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