Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Bonsoo Koo (Monash University, Australia)
- Erasmus Econometric Institute Series
Bonsoo Koo (Monash University, Australia)
Dylan Thompson (Erasmus University Rotterdam)
Ilia Krasikov (Arizona State University and NBER, United States)
André B.M. Souza (ESADE Business School, Spain)
Johannes Schmidt-Hieber (University of Twente)
Jean-William Laliberté (University of Calgary, Canada)
Yang Song (University of Washington, United States)
Florian Scheuer (University of Zurich, Switzerland)
Vladislav Morozov (University of Bonn, Germany)
Fabian Mies (TU Delft)
Michael Haylock (University of Duisburg-Essen, Germany)
Vincent Maurin (HEC Paris, France)
Elena Cettolin (Tilburg University)
Luca Dedola (ECB, Germany)
Wei Li (Vrije Universiteit Amsterdam)
Chantal Schouwenaar, Jack Fitzgerald
Andrei Zeleneev (University College London, United Kingdom)
Damon Clark (University of California, Irvine, United States)
Johanna Mollerstrom (George Mason University, United States)
Clément Malgouyres (CREST and Paris School of Economics, France)