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Structural FECM : cointegration in largeāscale structural FAVAR models
Banerjee, Anindya, (2017)
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya, (2008)
An overview of the factor-augmented error-correction model
Banerjee, Anindya, (2015)