@data{jae.2022326.0704793775, author = {Banerjee, Anindya and Marcellino, Massimiliano and Masten, Igor}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {structural-fecm-cointegration-in-largescale-structural-favar-models}, year = {2017}, version = {1}, url = {https://journaldata.zbw.eu/dataset/structural-fecm-cointegration-in-largescale-structural-favar-models}, doi = "10.15456/jae.2022326.0704793775" }