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)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Max Welz (University of Zurich, Switzerland)
Daan Opschoor
Catherine Doz (Paris School of Economics, France)
Jens Klooster
Stefan Waldherr (Vrije Universiteit Amsterdam)
Bent Nielsen (University of Oxford), Ines Wilms (Maastricht University), Frank Kleibergen (University of Amsterdam), and Andreas Alfons (Erasmus University Rotterdam)
Sanne Wøhlk (Aarhus University, Denmark)