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)
Simeon Schudy (Ulm University, Germany)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Max Welz (University of Zurich, Switzerland)
Catherine Doz (Paris School of Economics, France)
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)