Factor vector autoregressive estimation: a new approach

Fabio C. Bagliano () and Claudio Morana ()

Journal of Economic Interaction and Coordination, 2008, vol. 3, issue 1, pages 15-23

Keywords: Factor vector autoregressive models; Large-scale macroeconometric models; C32 (search for similar items in EconPapers)
Date: 2008
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