Browsing BI Research Centre's Series by Subject "Functional time series"
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How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables
(CAMP Working Paper Series;01/2025, Working paper, 2025-01-29)This paper investigates the interactions between macroeconomic aggregates and income distribution by developing a structural VAR model with functional variables. With this novel empirical approach, we are able to identify ...