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Henzel, Steffen / Rengel, Malte
Dimensions of macroeconomic uncertainty: A common factor analysis
Ifo Working Paper No. 167
Publisher: Ifo Institute, Munich, 2013
Keywords: Macroeconomic uncertainty, factor model, factor-augmented VAR, aggregate fluctuation.
[C320] Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
[C380] Multiple or Simultaneous Equation Models: Classification Methods; Cluster Analysis; Factor Models
[E320] Business Fluctuations; Cycles
Article number: 12022013167000
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