Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "FAVAR"
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Factor Analysis of a Large DSGE Model
(Université de Montréal. Département de sciences économiques., 2010-09)We study the workings of the factor analysis of high-dimensional data using artificial series generated from a large, multi-sector dynamic stochastic general equilibrium (DSGE) model. The objective is to use the DSGE model as a laboratory that allow ...