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Factor augmented autoregressive distriuted lag models with macroeconomic applications
Stevanovic, Dalibor
-
2015
Persistent link: https://www.econbiz.de/10011411522
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2
Factor models and VARMA processes
Dufour, Jean-Marie
;
Stevanovic, Dalibor
-
2009
Persistent link: https://www.econbiz.de/10003943478
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3
Selection of the number of factors in presence of structural instability : a Monte Carlo study
Mao Takongmo, Charles Olivier
;
Stevanovic, Dalibor
- In:
L' Actualité économique : revue trimest.
91
(
2015
)
1/2
,
pp. 177-233
Persistent link: https://www.econbiz.de/10011775860
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4
Forecasting economic activity in data-rich environment
Leroux, Maxime
;
Kotchoni, Rachidi
;
Stevanovic, Dalibor
-
2017
Persistent link: https://www.econbiz.de/10011738071
Saved in:
5
Dynamic effects of credit shocks in a data-rich environment
Boivin, Jean
;
Gianonni, Marc P.
;
Stevanović, Dalibor
-
2016
Persistent link: https://www.econbiz.de/10011547957
Saved in:
6
Forecasting economic activity in data-rich environment
Leroux, Maxime
;
Kotchoni, Rachidi
;
Stevanovic, Dalibor
-
2017
Persistent link: https://www.econbiz.de/10011590324
Saved in:
7
Dynamic effects of credit shocks in a data-rich environment
Boivin, Jean
;
Giannoni, Marc Paolo
;
Stevanović, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10012262465
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