Author:
Chan Joshua C.C.,Eisenstat Eric,Koop Gary
Funder
Australian Research Council
Subject
Applied Mathematics,Economics and Econometrics
Reference40 articles.
1. Two canonical VARMA forms: Scalar component models vis-a-vis the echelon form;Athanasopoulos;Econometric Rev.,2012
2. VARMA versus VAR for macroeconomic forecasting;Athanasopoulos;J. Bus. Econom. Statist.,2008
3. Identification and estimation of dynamic factor models. In: MPRA Paper 38434;Bai,2012
4. Large Bayesian vector autoregressions;Banbura;J. Appl. Econometrics,2010
5. Measuring monetary policy: a factor augmented autoregressive (FAVAR) approach;Bernanke;Q. J. Econ.,2005
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献