Non-linear dimension reduction in factor-augmented vector autoregressions
Karin Klieber
| Year of publication: |
2024
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|---|---|
| Authors: | Klieber, Karin |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 159.2024, Art.-No. 104800, p. 1-29
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| Subject: | Dimension reduction | Machine learning | Non-linear factor-augmented vector autoregression | Monetary policy shock | Uncertainty shock | Impulse response analysis | COVID-19 | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Coronavirus | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104800 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532393