Non-linear dimension reduction in factor-augmented vector autoregressions
type: Item
instance of: scholarly article
title: Non-linear dimension reduction in factor-augmented vector autoregressions
author: Karin Klieber
publication date: 2024-06-19T00:00:00Z
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7868287
zbMATH Keywords: dimension reduction
zbMATH Keywords: machine learning
zbMATH Keywords: non-linear factor-augmented vector autoregression
zbMATH Keywords: monetary policy shock
zbMATH Keywords: uncertainty shock
zbMATH Keywords: impulse response analysis
zbMATH Keywords: COVID-19
MaRDI profile type: MaRDI publication profile
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published in: Journal of Economic Dynamics and Control
DOI: 10.1016/J.JEDC.2023.104800
description: scientific article; zbMATH DE number 7868287