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Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Jackson, Laura E.
;
Kose, M. Ayhan
;
Otrok, Christopher M.
; …
- In:
Dynamic factor models
,
(pp. 361-400)
.
2016
Persistent link: https://www.econbiz.de/10011448672
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2
Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Jackson, Laura E.
;
Kose, M. Ayhan
;
Otrok, Christopher M.
; …
-
2015
Persistent link: https://www.econbiz.de/10011392890
Saved in:
3
An endogenously clustered factor approach to international business cycles
Francis, Neville
;
Owyang, Michael T.
;
Savascin, Ozge
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1261-1276
Persistent link: https://www.econbiz.de/10011862595
Saved in:
4
An endogenously clustered factor approach to international business cycles
Francis, Neville
;
Owyang, Michael T.
;
Savascin, Özge
-
2012
Persistent link: https://www.econbiz.de/10009530300
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