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Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
Gupta, Rangan, (2008)
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Gupta, Rangan, (2009)