Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Bonsoo Koo (Monash University, Australia)
- Erasmus Econometric Institute Series
Bonsoo Koo (Monash University, Australia)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Jefferson Duarte (Rice University, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
Liang Peng (Georgia State University, United States)
Jens Jackwerth (University of Konstanz, Germany)