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Bernanke BS, Boivin J (2003) Monetary policy in a data-rich environment. J Monet Econ 50:525–546.
Breitung J, Eickmeier S (2005) Dynamic factor models. Dtsch Bundesbank Discuss Pap No 38.
Lutkepohl H (2005) New introduction to multiple time series analysis. Springer, Berlin.
Sims CA (1980) Macroeconomics and reality. Econometrica 48:1–48.
Walsh CE (2010) Monetary theory and policy. MIT Press, Cambridge, MA.
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