Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis (Q6656244)

From MaRDI portal





scientific article; zbMATH DE number 7961268
Language Label Description Also known as
English
Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis
scientific article; zbMATH DE number 7961268

    Statements

    Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis (English)
    0 references
    0 references
    0 references
    2 January 2025
    0 references
    factor-augmented vector auto-regressive models
    0 references
    forecasting
    0 references
    monetary transmission
    0 references
    time varying parameters
    0 references

    Identifiers