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)
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)
Elise Gourier (ESSEC Business School, France)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Xiao Xiao (City, University of London, United Kingdom)
Tobias Sichert (Stockholm School of Economics, Sweden)
Weining Wang (University of Groningen)
Anja Janssen (Otto-von-Guericke-University Magdeburg, Germany)
Marco Avella Medina (Columbia University, United States)
Timo Dimitriadis (Heidelberg University, Germany)