Pages that link to "Item:Q291642"
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The following pages link to VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642):
Displaying 8 items.
- Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott (Q844726) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Measuring dynamic pandemic-related policy effects: a time-varying parameter multi-level dynamic factor model approach (Q2152312) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
