eSTimaTion anD ForeCaSTing in Large DaTaSeTS WiTH ConDiTionaLLY HeTeroSkeDaSTiC DYnamiC Common FaCTorS

نویسندگان

  • Lucia Alessi
  • Matteo Barigozzi
  • Marco Capasso
چکیده

In 2009 all ECB publications feature a motif taken from the €200 banknote. suggestions. All errors in this paper are the sole responsibility of the authors. Fax +49 69 1344 6000 All rights reserved. Any reproduction, publication and reprint in the form of a different publication, whether printed or produced electronically, in whole or in part, is permitted only with the explicit written authorisation of the ECB or the author(s). The views expressed in this paper do not necessarily refl ect those of the European Central Bank. Abstract 4 Non-technical summary 5

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تاریخ انتشار 2009