Detecting Groups in Large Vector Autoregressions
Christian Brownlees (Pompeu Fabra University, Spain)
- TI Complexity in Economics Seminars
Christian Brownlees (Pompeu Fabra University, Spain)
Timo Dimitriadis (Heidelberg University, Germany)
Martin Cerny (Charles University Prague, Czech Republic)
Mathieu Leduc (Paris School of Economics, France)