Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino
| Year of publication: |
2011
|
|---|---|
| Authors: | Eickmeier, Sandra ; Lemke, Wolfgang ; Marcellino, Massimiliano |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis | Geldpolitik | Monetary policy | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | USA | United States | 1972-2007 |
| Extent: | 50 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 8321 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Online-Ausg. erschienen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009012118