Work

Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics

Year: 2016

Type: book-chapter

Source: Handbook of macroeconomics

Parent work: Unknown

DOI: 10.1016/bs.hesmac.2016.04.002

Authors: J.H. Stock, M.W. Watson

Institutions: National Bureau of Economic Research, Harvard University, Princeton University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2529086294

FWCI: 133

Cites: 235

Cited by: 459

Related to: 10