VARs, common factors and the empirical validation of equilibrium business cycle models
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Publication:291642
DOI10.1016/j.jeconom.2005.01.030zbMath1337.62364OpenAlexW3125645025MaRDI QIDQ291642
Luca Sala, Lucrezia Reichlin, Domenico Giannone
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/6477/1/dg-0040.pdf
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Uses Software
Cites Work
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- Reduced rank models for multiple time series
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- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Time to Build and Aggregate Fluctuations
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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