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)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)