Factor-augmented QVAR models : an observation-driven approach
Willy Alanya-Beltran
| Year of publication: |
2024
|
|---|---|
| Authors: | Alanya-Beltran, Willy |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 28.2024, 4, p. 970-989
|
| 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 |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100523000330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015055127