Level and volatility factors in macroeconomic data
Year of publication: |
November 2017
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Authors: | Gorodnichenko, Yuriy ; Ng, Serena |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 91.2017, p. 52-68
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Subject: | Volatility | Business cycle fluctuations | Common factors | Robust principal components | Modellierung | Scientific modelling | Makroökonomisches Modell | Macroeconomic model | Konjunkturstatistik | Short-term economic statistics | VAR-Modell | VAR model |
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