Non-linear dimension reduction in factor-augmented vector autoregressions
Karin Klieber
| Year of publication: |
2024
|
|---|---|
| Authors: | Klieber, Karin |
| Subject: | Dimension reduction | Machine learning | Non-linear factor-augmented vector autoregression | Monetary policy shock | Uncertainty shock | Impulse response analysis | COVID-19 | VAR-Modell | VAR model | Schock | Shock | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | Coronavirus | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104800 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532393