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)
Simone Padoan (Bocconi University, Italy)
Mirco Rubin (EDHEC Business School, France)
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)
Elise Gourier (ESSEC Business School, France)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Didier Nibbering (Monash University, Australia)
Davide La Vecchia (University of Geneva, Switzerland)
Lorenzo Trapani (University in Leicester, United Kingdom)
Benjamin Holcblat (University of Luxembourg)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)