Forecasting with Factor-augmented Error Correction Models
Year of publication: |
2009-06-25
|
---|---|
Authors: | Masten, Igor ; Marcellino, Massimiliano ; Banerjeey, Anindya |
Institutions: | Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute |
Subject: | Forecasting | Dynamic Factor Models | Error Correction Models | Cointegration | Factor-augmented Error Correction Models | FAVAR |
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