Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hiraki, Daichi, Chib, Siddhartha, Omori, Yasuhiro
Format:	Preprint
Published:	2026
Subjects:	Methodology Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.04529