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)
Vladislav Morozov (University of Bonn, Germany)
Fabian Mies (TU Delft)
Andrei Zeleneev (University College London, United Kingdom)
Aureo de Paula (University College London, United Kingdom)
Simone Padoan (Bocconi University, Italy)
Maria Grith (Erasmus University Rotterdam)
Yulong Wang (Syracuse University, United States)
Susan Athey (Stanford University, United States)
Mirco Rubin (EDHEC Business School, France)
Julia Koh (Tilburg University)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)
Guido Imbens (Stanford University, United States)
Xu Cheng (University of Pennsylvania, United States) and Toru Kitagawa (Brown University, United States)
Elise Gourier (ESSEC Business School, France)