Similar Search Results

Stock, J.H.; Watson, M.W. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 415-525). 2016

chapter provides a unification of SVARs, FAVARs, and structural DFMs and shows both in theory and through an empirical …

Persistent link: https://www.econbiz.de/10014024278

Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947

Persistent link: https://www.econbiz.de/10012305192

Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015

Persistent link: https://www.econbiz.de/10011289241

Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016

Persistent link: https://www.econbiz.de/10011482273

Brownlees, Christian; Mesters, Geert - In: Journal of econometrics 220 (2021) 2, pp. 544-561

Persistent link: https://www.econbiz.de/10012618565

Fan, Jianqing; Li, Kunpeng; Liao, Yuan - In: Annual review of financial economics 13 (2021), pp. 401-430

Persistent link: https://www.econbiz.de/10012795259

Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495

Persistent link: https://www.econbiz.de/10012483168

Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - In: Journal of financial econometrics 18 (2020) 3, pp. 585-628

Persistent link: https://www.econbiz.de/10012316703

Kong, Xin-bing; Liu, Cheng - In: Journal of econometrics 204 (2018) 2, pp. 301-319

Persistent link: https://www.econbiz.de/10011974736

Barigozzi, Matteo; Hallin, Marc - In: The econometrics journal 19 (2016) 1, pp. 33-60

Persistent link: https://www.econbiz.de/10011487491