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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Banerjee, Anindya"
~person:"McAleer, Michael"
~person:"Shahbaz, Muhammad"
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
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2014
Persistent link: https://www.econbiz.de/10010363312
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
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2010
Persistent link: https://www.econbiz.de/10003948826
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3
Factor-augmented error correction models
Banerjee, Anindya
;
Marcellino, Massimiliano
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2008
Persistent link: https://www.econbiz.de/10003668446
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