Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831): Difference between revisions

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Latest revision as of 18:20, 30 December 2024

scientific article; zbMATH DE number 7766865
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English
Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers
scientific article; zbMATH DE number 7766865

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    Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (English)
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    16 November 2023
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    VAR models
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    shrinkage
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    networks
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    industrial production
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