Econometric analysis of high dimensional VARs featuring a dominant unit
Year of publication: |
2010-05-20
|
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Authors: | Pesaran, M. Hashem ; Chudik, Alexander |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 1720320 bytes 45 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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