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Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen; Taylor, Mark P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
Cover Image
Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN; TAYLOR, MARK P. - In: Economica 79 (2012) 314, pp. 378-411
Persistent link: https://www.econbiz.de/10009846852
Cover Image
Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
KIM, HYEYOEN; TAYLOR, MARK P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10011038600