Business cycle dynamics after the Great Recession: An Extended Markov Switching Dynamic Factor Model
Catherine Doz (Paris School of Economics, France)
- Erasmus Econometric Institute Series
Catherine Doz (Paris School of Economics, France)
Paula Ungureanu (University of Modena and Reggio Emilia, Italy)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Daniel Jonas Schmidt
Sanne Wøhlk (Aarhus University, Denmark)