Media type: E-Book Title: Reducing dimensions in a large TVP-VAR Contributor: Chan, Joshua [Author]; Eisenstat, Eric [Author]; Strachan, Rodney W. [Author] Published: [Canberra]: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, 2018 Published in: Australian National University: CAMA working paper series ; 201849 Extent: 1 Online-Ressource (circa 45 Seiten); Illustrationen Language: English Keywords: Large VAR ; time varying parameter ; reduced rank covariance matrix ; Graue Literatur Origination: Footnote: Access State: Open Access