Media type: E-Article Title: Factor-augmented QVAR models : an observation-driven approach Contributor: Alanya-Beltran, Willy [Author] Published: 2024 Published in: Macroeconomic dynamics ; 28(2024), 4 vom: Juni, Seite 970-989 Language: English DOI: 10.1017/S1365100523000330 Identifier: Keywords: factor models ; monetary policy ; Multivariate location models ; nonlinear FAVARMA models ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access