Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
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 |
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