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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Barigozzi, Matteo"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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Capital income
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Barigozzi, Matteo
Todorov, Viktor
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ECONIS (ZBW)
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Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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