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Produktionspotenzial
Non-Stationary Dynamic Factor Model
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Agnostic output gap estimation and decomposition in large cross-sections
Eckert, Florian
;
Sarferaz, Samad
-
2019
This paper uses a Bayesian
non-stationary
dynamic
factor
model
to extract common trends and cycles from large datasets …
Persistent link: https://www.econbiz.de/10012137316
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