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Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen, (2012)
Real variables, nonlinearity, and European real exchange rates
Taylor, Mark P., (2009)
Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN, (2012)