Non-linear dimension reduction in factor-augmented vector autoregressions
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Publication:6558551
DOI10.1016/J.JEDC.2023.104800MaRDI QIDQ6558551FDOQ6558551
Publication date: 19 June 2024
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
COVID-19dimension reductionmachine learningimpulse response analysisuncertainty shockmonetary policy shocknon-linear factor-augmented vector autoregression
Cites Work
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