Common time variation of parameters in reduced-form macroeconomic models
Year of publication: |
2016
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Authors: | Stevanovic, Dalibor |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 2, p. 159-183
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Subject: | factor analysis | time varying parameter model | VAR | VAR-Modell | VAR model | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Makroökonometrie | Macroeconometrics | Schätztheorie | Estimation theory |
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