Factor-augmented QVAR models : an observation-driven approach
Year of publication: |
2024
|
---|---|
Authors: | Alanya-Beltran, Willy |
Subject: | factor models | monetary policy | Multivariate location models | nonlinear FAVARMA models | Geldpolitik | Monetary policy | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Nichtlineare Regression | Nonlinear regression |
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