Structural analysis with Multivariate Autoregressive Index models
Andrea Carriero, George Kapetanios, Massimiliano Marcellino
| Year of publication: |
June 2016
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|---|---|
| Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 332-348
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| Subject: | Large datasets | Multivariate Autoregressive Index models | Reduced rank regressions | Bayesian VARs | Factor models | Forecasting | Structural analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Multivariate Analyse | Multivariate analysis | Index | Index number | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704654