Empirical identification of factor models
Piyachart Phiromswad, Takeshi Yagihashi
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Phiromswad, Piyachart ; Yagihashi, Takeshi |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 2, p. 621-658
|
| Subject: | Monetary policy | Causal search | FAVAR | PC algorithm | Geldpolitik | Schätzung | Estimation | VAR-Modell | VAR model | Theorie | Theory | Kausalanalyse | Causality analysis | Inflationserwartung | Inflation expectations | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1025-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011550982