Business cycle dynamics after the Great Recession: An Extended Markov Switching Dynamic Factor Model
Catherine Doz (Paris School of Economics, France)
- Erasmus Econometric Institute Series
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Bent Nielsen (University of Oxford), Ines Wilms (Maastricht University), Frank Kleibergen (University of Amsterdam), and Andreas Alfons (Erasmus University Rotterdam)
Sanne Wøhlk (Aarhus University, Denmark)