Media type: E-Book Title: The vector error correction index model : representation, estimation and identification Contributor: Cubadda, Gianluca [Author]; Mazzali, Marco [Author] Published: [Rom]: CEIS Tor Vergata, [2023] Published in: CEIS Tor Vergata research papers ; 556 Extent: 1 Online-Ressource (circa 28 Seiten); Illustrationen Language: English Keywords: Vector autoregressive models ; multivariate autoregressive index model ; cointegration ; reduced-rank regression ; dimension reduction ; main business cycle shock ; Graue Literatur Origination: Footnote: Access State: Open Access