Large-dimensional dynamic factor models estimation of impulse–response functions with I(1) cointegrated factors

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Veröffentlicht in:Journal of econometrics
1. Verfasser: Barigozzi, Matteo (VerfasserIn)
Weitere Verfasser: Lippi, Marco (VerfasserIn), Luciani, Matteo (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2021
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