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Factor augmented vector autoregressions, panel VARs, and global VARs
Feldkircher, Martin, (2020)
Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
Feldkircher, Martin, (2022)
Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús, (2014)