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Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models.
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- Journal of Financial Econometrics, 2019, v. 17, n. 3, p. 462, doi. 10.1093/jjfinec/nby006
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Dynamic factor model with infinite‐dimensional factor space: Forecasting.
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- Journal of Applied Econometrics, 2018, v. 33, n. 5, p. 625, doi. 10.1002/jae.2634
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- Article