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  • Search: subject:"Non-linear factor-augmented vector autoregression"
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Artificial intelligence 1 COVID-19 1 Coronavirus 1 Dimension reduction 1 Estimation 1 Geldpolitik 1 Impact assessment 1 Impulse response analysis 1 Künstliche Intelligenz 1 Machine learning 1 Monetary policy 1 Monetary policy shock 1 Non-linear factor-augmented vector autoregression 1 Schock 1 Schätzung 1 Shock 1 Time series analysis 1 Uncertainty shock 1 VAR model 1 VAR-Modell 1 Wirkungsanalyse 1 Zeitreihenanalyse 1
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Klieber, Karin 1
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Journal of economic dynamics & control 1
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Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin - In: Journal of economic dynamics & control 159 (2024), pp. 1-29
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