Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551)
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scientific article; zbMATH DE number 7868287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear dimension reduction in factor-augmented vector autoregressions |
scientific article; zbMATH DE number 7868287 |
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Non-linear dimension reduction in factor-augmented vector autoregressions (English)
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19 June 2024
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dimension reduction
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machine learning
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non-linear factor-augmented vector autoregression
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monetary policy shock
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uncertainty shock
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impulse response analysis
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COVID-19
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