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DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models 智库出版物
2014
作者:  Anindya Banerjee;  Massimiliano Marcellino;  Igor Masten
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Cointegration  Dynamic factor models  Factor-augmented error correction models  Favar  Structural analysis  
DP7677 Forecasting with Factor-augmented Error Correction Models 智库出版物
2010
作者:  Anindya Banerjee;  Massimiliano Marcellino;  Igor Masten
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Cointegration  Dynamic factor models  Error correction models  Factor-augmented error correction models  Favar  Forecasting  
DP6717 Brain Drained: A Tale of Two Countries 智库出版物
2008
作者:  Dan Ben-David
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Cointegration  Dynamic factor models  Error correction models  Factor-augmented error correction models  Favar  Var