Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Year of publication: |
2012
|
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Authors: | Kim, Hyeyoen ; Taylor, Mark P. |
Published in: |
Economica. - Oxford : Wiley-Blackwell, ISSN 0013-0427, ZDB-ID 1800-4. - Vol. 79.2012, 314, p. 378-410
|
Subject: | Großbritannien | United Kingdom | VAR-Modell | VAR model |
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