Dynamic hierarchical factor models
Year of publication: |
2009
|
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Authors: | Moench, Emanuel ; Ng, Serena ; Potter, Simon |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Forecasting | monitoring | comovements | large dimensional panel | diffusion index |
Series: | Staff Report ; 412 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 622842811 [GVK] hdl:10419/60828 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C20 - Econometric Methods: Single Equation Models. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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