Mixed Frequency Structural VARs
Year of publication: |
2014
|
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Authors: | Foroni, Claudia ; Marcellino, Massimiliano |
Publisher: |
Oslo : Norges Bank |
Subject: | structural VAR | temporal aggregation | mixed frequency data | identification | estimation | impulse response function |
Series: | Working Paper ; 2014/01 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-82-7553-784-1 |
Other identifiers: | 77783264X [GVK] hdl:10419/210050 [Handle] hdl:11250/2495985 [Handle] RePEc:bno:worpap:2014_01 [RePEc] |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation ; E32 - Business Fluctuations; Cycles |
Source: |
-
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Mixed frequency structural models: estimation, and policy analysis
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