Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Bonsoo Koo (Monash University, Australia)
- Erasmus Econometric Institute Series
Bonsoo Koo (Monash University, Australia)
André B.M. Souza (ESADE Business School, Spain)
Johannes Schmidt-Hieber (University of Twente)
Fabian Mies (TU Delft)
Simone Padoan (Bocconi University, Italy)
Ahmadreza Marandi (Eindhoven University of Technology)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Angelos Georghiou (University of Cyprus)
Claudia Archetti (ESSEC Business School, Paris)
Dick den Hertog (University of Amsterdam)