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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation / George Kapetanios and Massimiliano Marcellino.

By: Contributor(s): Material type: Continuing resourceContinuing resourceLanguage: English Series: CEPR Discussion Paper Series ; 5621 | CEPR. Discussion paper series. IEC ; v. 128/7Publication details: London : Centre for Economic Policy Research, 2006.Description: 28, [8] p. : il. ; 21 cmSubject(s): Other classification:
  • CEPR 128
In: CEPR 128 CEPR. Discussion paper series. IEC ; v. 128/7.
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Holdings: CEPR. Discussion paper series. IEC ; v. 128/7.

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