Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831)
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scientific article; zbMATH DE number 7766865
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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