Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-03-07 (Econometrics)
- NEP-ETS-2022-03-07 (Econometric Time Series)
- NEP-MAC-2022-03-07 (Macroeconomics)
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