Showing 1 - 10 of 19,716
Persistent link: https://www.econbiz.de/10012599162
Persistent link: https://www.econbiz.de/10003883594
Persistent link: https://www.econbiz.de/10003910568
Persistent link: https://www.econbiz.de/10003910620
Persistent link: https://www.econbiz.de/10012297507
Persistent link: https://www.econbiz.de/10012266618
Persistent link: https://www.econbiz.de/10010482021
Persistent link: https://www.econbiz.de/10012128867
This paper presents a dynamic factor model in which the extracted factors and shocks are given a clear economic interpretation. The economic interpretation of the factors is obtained by means of a set of over-identifying loading restrictions, while the structural shocks are estimated following...
Persistent link: https://www.econbiz.de/10013154051
This paper presents a dynamic factor model in which the extracted factors and shocks are given a clear economic interpretation. The economic interpretation of the factors is obtained by means of a set of over-identifying loading restrictions, while the structural shocks are estimated following...
Persistent link: https://www.econbiz.de/10013155955