SOME CONVERGENCE RESULTS ON DYNAMIC FACTOR MODELS

  • Maddalena CAVICCHIOLI University of Venice, Italy Advanced School of Economics

Abstract

We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.

References

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Published
2017-05-29
How to Cite
CAVICCHIOLI, Maddalena. SOME CONVERGENCE RESULTS ON DYNAMIC FACTOR MODELS. Theoretical and Practical Research in the Economic Fields, [S.l.], v. 2, n. 2, p. 120-131, may 2017. ISSN 2068-7710. Available at: <https://journals.aserspublishing.eu/tpref/article/view/1098>. Date accessed: 25 apr. 2019.