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Factor analysis of permanent and transitory dynamics of the US economy and the stock market
Senyuz, Zeynep, (2011)
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
Chauvet, Marcelle, (2008)
Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
Senyuz, Zeynep, (2009)