Structural FECM: Cointegration in large‐scale structural FAVAR models

Anindya Banerjee, Massimiliano Marcellino and Igor Masten

Journal of Applied Econometrics, 2017, vol. 32, issue 6, 1069-1086

Date: 2017
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Working Paper: Structural FECM: Cointegration in large-scale structural FAVAR models (2014)
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