We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.
Some Convergence Results on Dynamic Factor Models / Cavicchioli, Maddalena. - In: THEORETICAL AND PRACTICAL RESEARCH IN ECONOMIC FIELDS. - ISSN 2068-7710. - STAMPA. - 2 (4):(2011), pp. 120-131.
Some Convergence Results on Dynamic Factor Models
CAVICCHIOLI, MADDALENA
2011
Abstract
We review some recent papers on a large dynamic factor model (LDFM) and its applications to structural macroeconomic analysis. Then we prove some convergence results concerning with the stochastic variables which define such a model.
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