Fixler, Dennis J.; Nalewaik, Jeremy - 2007
.j.nalewaik@frb.gov). We thank Erick
Sager for research assistance, and Boragan Aruoba, Ben Bridgman, Ufuk Demiroglu, Bob Dennis, Bruce
Grimm … data sets; see
Stock and Watson (2002), Forni, Hallin, Lippi, and Reichlin (2000), Bernanke and Boivin
(2003), Giannone …, Reichlin, and Small (2005), Bernanke, Boivin, and Eliasz (2005), and
Boivin and Ng (2006).6 While often these common factors …