Pages that link to "Item:Q726590"
From MaRDI portal
The following pages link to Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590):
Displaying 7 items.
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Proxy vector autoregressions in a data-rich environment (Q2246689) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Oil shocks and optimal monetary policy (Q2911588) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Factor-augmented vector autoregression with narrative identification. An application to monetary policy in the US (Q6093743) (← links)