Eickmeier, Sandra (contributor) - 2007
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I thank Elke Baumann, Ben Craig, Juergen B. Donges and Malte Knüppel for helpful comments on this
chapter. Small parts … everything” as emphasized
by Bernanke and Boivin (2003). These variables reflect a variety of economic concepts, stem
from a … the VAR. This approach is labeled factor-
augmented VAR (FAVAR) and has been suggested by Bernanke et al. (2005) and …