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Dynamic Common Factors in Large Cross-Sections

Mario Forni and Lucrezia Reichlin
Format
Book
Published
London : Centre for Economic Policy Research, [1995]
Language
English
Series
Discussion Paper / Centre for Economic Policy Research
Discussion Paper (Centre for Economic Policy Research (Great Britain))
Description
17 p. ; 21 cm.
Notes
  • "December 1995"
  • "International macroeconomics."
  • Includes bibliographical references.
Local Notes
VIVA Repository Copy 2014.
ALDERMAN: Keywords: business cycle, sectoral comovements, factor analysis, principal components.
Series Statement
Discussion paper / Centre for Economic Policy Research, 0265-8003 ; no. 1285
Discussion paper (Centre for Economic Policy Research (Great Britain)) ; no. 1285
Technical Details
  • Access in Virgo Classic
  • Staff View

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