Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Laurent Callot and Johannes Tang Kristensen
Year of publication: |
2016
|
---|---|
Authors: | Callot, Laurent ; Kristensen, Johannes Tang |
Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 437-479
|
Subject: | Konjunktur | Business cycle | USA | United States | Volatilität | Volatility | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Wirkungsanalyse | Impact assessment | Wirtschaftswachstum | Economic growth |
Saved in: