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~subject:"Dynamic Factor Models"
~subject:"Stochastic process"
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Dynamic Factor Models
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Berger, Tino
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Grabert, Sibylle
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International output and inflation uncertainty and their impact on countries' macroeconomic performance : evidence from a dynamic factor GARCH-in-mean model
Berger, Tino
;
Grabert, Sibylle
- In:
Macroeconomic dynamics
22
(
2018
)
5
,
pp. 1113-1133
Persistent link: https://www.econbiz.de/10011916919
Saved in:
2
Global macroeconomic uncertainty
Berger, Tino
;
Grabert, Sibylle
;
Kempa, Bernd
- In:
Journal of macroeconomics
53
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
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