Titre:
  • Opening the Black Box: Structural Factor Models with Large Cross-Sections
Auteur:Forni, Mario; Giannone, Domenico; Lippi, Marco; Reichlin, Lucrezia
Statut de publication:Publié, 2008
series:ECARES Working papers, 2008_036
Sujet CREF:Economie
Volumes/pages:40 p.
Mots-clés:Dynamic factor models
structural VARs
identification
fundamentalness
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2008_036