Structural FECM: cointegration in large-scale structural FAVAR models

Anindya Banerjee, Massimiliano Marcellino, Igor Masten

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)
297 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Structural FECM: cointegration in large-scale structural FAVAR models'. Together they form a unique fingerprint.

Business & Economics

Social Sciences