| Document Date: 2013-10-21 09:04:29
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Event Dividend Issuance / / Facility University of Ljubljana / University of Birmingham / Bocconi University / / IndustryTerm large systems / similar applications / / Organization CEPR / Bocconi University / University of Ljubljana / University of Birmingham / / Person Anindya Banerjee / Many / Yt / Igor Masten / / Position Factor-augmented error-correction model / / Technology simulation / /
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Introduction FAVAR FECM Estimation MA representation Identification schemes Empirical example Monte Carlo Conclusi Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee (University of Bi