Data-Rich DSGE and Dynamic Factor Models /
Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels of macroeconomic and financial data can be captured by relatively few common unobserved...
| Hlavní autor: | |
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| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2011.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2011/216 |
| On-line přístup: | Full text available on IMF |