Common Components Structural VARs

DOI10.1080/07350015.2025.2495030MaRDI QIDQ7229820zbMATH OpenFDO

Authors Mario Forni, Luca Gambetti, Marco Lippi, Luca Sala

Publication date 17 April 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2025.2495030

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Non-fundamentalness in structural econometric models: a review
• OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
• VARs, common factors and the empirical validation of equilibrium business cycle models

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