Serguei Kaniovski

Austrian Institute of Economic Research

P.O. Box 91

Wien, A-1103

Austria

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Structural Modeling and Forecasting Using a Cluster of Dynamic Factor Models

Number of pages: 40 Posted: 18 Aug 2020
Christian Glocker and Serguei Kaniovski
Austrian Institute of Economic Research (WIFO) and Austrian Institute of Economic Research
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Abstract:

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Forecasting, Dynamic factor model, Granger causality, Structural modeling