Bork, Lasse - School of Economics and Management, University of Aarhus - 2009
classi�cations: E3, E43, E51, E52, C33.
Keywords: Monetary policy, large cross-sections, factor-augmented vec-
tor …) algorithm introduced by Dempster et al.
(1977).
Secondly, large cross-sections of time series are nowadays available to re …