Frequency-band estimation of the number of factors detecting the main business cycle shocks

Marco Avarucci, Maddalena Cavicchioli, Mario Forni, Paolo Zaffaroni

Year of publication:	[2022]
Authors:	Avarucci, Marco ; Cavicchiol, Maddalena ; Forni, Mario ; Zaffaroni, Paolo
Publisher:	[Glasgow] : [Adam Smith Business School]
Subject:	Frequency Bands \| Dynamic Eigenvalue Ratio \| Generalized Dynamic Factor Models \| Business Cycle \| Permanent Component \| DSGE \| Schock \| Shock \| Konjunktur \| Business cycle \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Konjunkturtheorie \| Business cycle theory \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Schätzung \| Estimation \| Schätztheorie \| Estimation theory

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