Travail de recherche/Working paper
Titre: |
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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 |