A Regularized Structural Factor-augmented Vector Autoregressive Model

A Regularized Structural Factor-augmented Vector Autoregressive Model
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Book Synopsis A Regularized Structural Factor-augmented Vector Autoregressive Model by : Maurizio Daniele

Download or read book A Regularized Structural Factor-augmented Vector Autoregressive Model written by Maurizio Daniele and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series durin