Factor vector autoregressive estimation: a new approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Bagliano, Fabio ; Morana, Claudio |
| Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 3.2008, 1, p. 15-23
|
| Publisher: |
Springer |
| Subject: | Factor vector autoregressive models | Large-scale macroeconometric models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166842