Mixed-frequency macro-finance factor models : theory and applications
Year of publication: |
2020
|
---|---|
Authors: | Andreou, Elena ; Gagliardini, Patrick ; Ghysels, Eric ; Rubin, Mirco |
Subject: | large panel | unobservable pervasive factors | mixed frequency | canonical correlations | forecasting models | Prognoseverfahren | Forecasting model | Theorie | Theory | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Panel | Panel study |
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