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Factor-Augmented VARMA Models With Macroeconomic Applications

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2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited

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2019Macroeconomic forecast accuracy in a data‐rich environment61 cited
2018Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions27 cited
2016Structural analysis with Multivariate Autoregressive Index models23 cited
2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey15 cited